Asset allocation in markets with contagion The interplay between volatilities, jump intesifies, and correlations.
| Publicat a: | Review of financial economics V. 23, 1-3 (2013). |
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| Autor principal: | |
| Format: | Article |
| Idioma: | English |
| Matèries: |
| Publicat a: | Review of financial economics V. 23, 1-3 (2013). |
|---|---|
| Autor principal: | |
| Format: | Article |
| Idioma: | English |
| Matèries: |