Time Variation in Asset Return Dependence : Strength or Structure?
Year of publication: |
2013
|
---|---|
Authors: | Markwat, Thijs D. |
Other Persons: | Kole, Erik (contributor) ; van Dijk, Dick J. C. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Korrelation | Correlation | Kapitalmarkttheorie | Financial economics | Aktienmarkt | Stock market | Dependenztheorie | Dependency theory | Internationaler Finanzmarkt | International financial market | Risikomaß | Risk measure | Fälligkeit | Maturity |
Extent: | 1 Online-Ressource (64 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 12, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1460648 [DOI] |
Classification: | C32 - Time-Series Models ; F3 - International Finance ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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