A simplified approach to modeling the co-movement of asset returns
| Year of publication: |
2007
|
|---|---|
| Authors: | Harris, Richard D.F. ; Stoja, Evarist ; Tucker, Jon |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 6, p. 575-598
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