Asset allocation in markets with contagion The interplay between volatilities, jump intesifies, and correlations.
| Published in: | Review of financial economics V. 23, 1-3 (2013). |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |
| Published in: | Review of financial economics V. 23, 1-3 (2013). |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |