Extreme return correlation and volatility : a two-threshold approach
Harikumar Sankaran; Anh Nguyen; Jayashree Harikumar
| Year of publication: |
2012
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|---|---|
| Authors: | Sankaran, Harikumar ; Nguyen, Anh ; Harikumar, Jayashree |
| Published in: |
American journal of business : applying research to practice ; AJB. - Bingley : Emerald, ISSN 1935-5181, ZDB-ID 26392501. - Vol. 27.2012, 2, p. 154-173
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010097906