Forecasting the correlation structure of share prices: A test of new models
| Year of publication: |
1992
|
|---|---|
| Authors: | Eun, Cheol S. ; Resnick, Bruce G. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 16.1992, 3, p. 643-656
|
| Publisher: |
Elsevier |