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Long-run wavelet-based correlation for financial time series
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
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Asset allocation with correlation : a composite trade-off
Carroll, Rachael
;
Conlon, Thomas
;
Cotter, John
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1164-1180
Persistent link: https://www.econbiz.de/10011802497
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