Volatility and cross correlation across major stock markets
| Year of publication: |
1998
|
|---|---|
| Authors: | Ramchand, Latha ; Susmel, Raul |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 5.1998, 4, p. 397-416
|
| Publisher: |
Elsevier |