Increasing correlations or just fat tails?
Rachel A. J. Campbell; Catherine S. Forbes; Kees G. Koedijk; Paul Kofman
| Year of publication: |
2008
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|---|---|
| Authors: | Campbell, Rachel ; Forbes, Catherine Scipione ; Koedijk, Kees ; Kofman, Paul |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 2, p. 287-309
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| Subject: | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | ARCH-Modell | ARCH model | Welt | World | 1990-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003699142