Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
Year of publication: |
2013
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Authors: | Konermann, Patrick ; Meinerding, Christoph ; Sedova, Olga |
Published in: |
Review of financial economics : RFE. - Amsterdam [u.a.] : Elsevier, ISSN 1058-3300, ZDB-ID 11164773. - Vol. 22.2013, 1, p. 36-46
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