Analysis of the volatilitys dependency structure during the subprime crisis
| Year of publication: |
2013
|
|---|---|
| Authors: | Arruda, Bruno P. ; Valls Pereira, Pedro L. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 45.2013, 36 (1.12.), p. 5031-5045
|