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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~subject:"Japan"
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León Valle, Ángel Manuel
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Longin, François M.
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Centre for Analytical Finance <Århus>
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Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
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Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
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