Covariance and Correlation in International Equity Returns : A Value-at-Risk Approach
Year of publication: |
[2000]
|
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Authors: | Pownall, Rachel A.J. |
Other Persons: | Koedijk, Kees C. G. (contributor) ; Kofman, Paul (contributor) |
Publisher: |
[2000]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2000 erstellt Volltext nicht verfügbar |
Classification: | C1 - Econometric and Statistical Methods: General ; F21 - International Investment; Long-Term Capital Movements ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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