Internationally correlated jumps
Year of publication: |
2012
|
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Authors: | Pukthuanthong, Kuntara ; Roll, Richard |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Correlation | diversification | jumps |
Series: | ECB Working Paper ; 1436 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 751896020 [GVK] hdl:10419/153869 [Handle] RePEc:ecb:ecbwps:20121436 [RePEc] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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