Excessive variation in risk-factor correlations and volatilities
| Year of publication: |
2002
|
|---|---|
| Authors: | Bali, Turan G. ; Genberg, Hans ; Neftci, Salih N. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 22.2002, 12, p. 1119-1146
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