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~person:"Algaba, Andres"
~source:"econis"
~subject:"ARCH model"
~subject:"Risk management"
~subject:"Rohstoffderivat"
~subject:"Währungsmanagement"
~type:"article"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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