Increasing correlations or just fat tails?
Year of publication: |
2008
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Authors: | Campbell, Rachel A.J. ; Forbes, Catherine S. ; Koedijk, Kees G. ; Kofman, Paul |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 15.2008, 2, p. 287-309
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