Volatility driven changes in stock return correlation dynamics
| Year of publication: |
2007
|
|---|---|
| Authors: | Knif, Johan ; Pynn÷nen, Seppo |
| Published in: |
Managerial finance. - Bradford [u.a.] : Emerald, ISSN 0307-4358, ZDB-ID 7505619. - Vol. 33.2007, 3, p. 220-235
|