Pitfalls in VAR based return decompositions: A clarification
| Year of publication: |
2012
|
|---|---|
| Authors: | Engsted, Tom ; Pedersen, Thomas Q. ; Tanggaard, Carsten |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 5, p. 1255-1266
|