Common volatility and correlation clustering in asset returns
| Year of publication: |
2007
|
|---|---|
| Authors: | Christodoulakis, George A. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 182.2007, 3, p. 1263-1284
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