Asset allocation in markets with contagion The interplay between volatilities, jump intesifies, and correlations.
| Udgivet i: | Review of financial economics V. 23, 1-3 (2013). |
|---|---|
| Hovedforfatter: | |
| Format: | Article |
| Sprog: | English |
| Fag: |
| Udgivet i: | Review of financial economics V. 23, 1-3 (2013). |
|---|---|
| Hovedforfatter: | |
| Format: | Article |
| Sprog: | English |
| Fag: |