On the importance of trend gaps in assessing equity market correlations
Year of publication: |
2014
|
---|---|
Authors: | Peltomäki, Jarkko ; Graham, Michael |
Published in: |
Emerging markets and the global economy. - Amsterdam : Elsevier, Acad. Press, ISBN 978-0-12-411549-1. - 2014, p. 583-601
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Korrelation | Correlation | Europa | Europe | Japan | USA | United States | 1994-2012 |
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