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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Boudt, Kris"
~person:"Oomen, Roel C. A."
~subject:"Korrelation"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
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