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~type_genre:"Arbeitspapier"
~subject:"Correlation"
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Evaluating "correlation breakdowns" during periods of market volatility
Loretan, Mico
;
English, William B.
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2000
Persistent link: https://www.econbiz.de/10001464198
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Pitfalls in tests for changes in correlations
Boyer, Brian H.
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Gibson, Michael S.
;
Loretan, Mico
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1997
Persistent link: https://www.econbiz.de/10000645979
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