Title of article :
Common volatility and correlation clustering in asset returns
Author/Authors :
George A. Christodoulakis، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
22
From page :
1263
To page :
1284
Keywords :
Correlation , Persistence , predictability , Time variation , Common volatility
Journal title :
European Journal of Operational Research
Serial Year :
2007
Journal title :
European Journal of Operational Research
Record number :
217082
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=217082
بازگشت