Visualizing time-varying correlations across stock markets
| Year of publication: |
2000
|
|---|---|
| Authors: | Groenen, Patrick J. F. ; Franses, Philip Hans |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 7.2000, 2, p. 155-172
|
| Publisher: |
Elsevier |