International correlation asymmetries : frequent-but-small and infrequent-but-large equity returns
Bruno Solnik, Thaisiri Watewai
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Solnik, Bruno ; Thaisiri Watewai |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 6.2016, 2, p. 221-260
|
| Subject: | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Korrelation | Correlation | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution | Welt | World | 2001-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rapstu/raw005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011734576