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~isPartOf:"Working papers on finance"
~subject:"Schätzung"
~type_genre:"Graue Literatur"
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Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
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2017
-
This version: February 2017
Persistent link: https://www.econbiz.de/10011686765
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2
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003903352
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3
Correlation risk and optimal portfolio choice
Buraschi, Andrea
(
contributor
);
Porchia, Paolo
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674267
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