Common volatility and correlation clustering in asset returns
| Year of publication: |
2007
|
|---|---|
| Authors: | Christodoulakis, George A. |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 182.2007, 3, p. 1263-1284
|
| Publisher: |
Elsevier |