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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257536
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