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Conditional correlation in international equity returns
Longin, François M.; Solnik, Bruno - 1992
Persistent link: https://www.econbiz.de/10000838405
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Correlation structure of international equity markets during extremely volatile periods
Longin, François M.; Solnik, Bruno - 1998
Persistent link: https://www.econbiz.de/10000996169
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Coût d'investissement à la Bourse de Paris
Longin, François M.; Chevalier, Anne - 1999
Persistent link: https://www.econbiz.de/10001539070
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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - 2000
Persistent link: https://www.econbiz.de/10001527091
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From value at risk to stress testing : the extreme value approach
Longin, François M. - 1999
Persistent link: https://www.econbiz.de/10013422797