Asset allocation in markets with contagion The interplay between volatilities, jump intesifies, and correlations.
| Cyhoeddwyd yn: | Review of financial economics V. 23, 1-3 (2013). |
|---|---|
| Prif Awdur: | |
| Fformat: | Erthygl |
| Iaith: | English |
| Pynciau: |
| Cyhoeddwyd yn: | Review of financial economics V. 23, 1-3 (2013). |
|---|---|
| Prif Awdur: | |
| Fformat: | Erthygl |
| Iaith: | English |
| Pynciau: |