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Journal of empirical finance
Working paper / Department of Econometrics and Business Statistics, Monash University
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Increasing correlations or just fat tails?
Campbell, Rachel A.J.
;
Forbes, Catherine S.
;
Koedijk, …
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10007908279
Saved in:
2
Increasing correlations or just fat tails?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
Saved in:
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