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Search: subject:"correlation break"
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A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
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Does extreme correlation matter in global equity asset allocation?
Solnik, Bruno
;
Watewei, Thaisiri
- In:
Journal of investment management : JOIM
17
(
2019
)
1
,
pp. 4-26
Persistent link: https://www.econbiz.de/10012254254
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