Title of article
Asymmetric correlations of equity portfolios
Author/Authors
Andrew Ang، نويسنده , , Joseph Chen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
52
From page
443
To page
494
Keywords
Correlation , dispersion , Model bias , GARCH , Jump model , Regime-switching , Stock return asymmetries
Journal title
Journal of Financial Economics
Serial Year
2002
Journal title
Journal of Financial Economics
Record number
257536
Link To Document