Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets
Year of publication: |
1997
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Authors: | Theodossiou, Panayiotis ; Kahya, Emel ; Koutmos, Gregory ; Christofi, Andreas |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 32.1997, 2, p. 205-224
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