Asset allocation in markets with contagion The interplay between volatilities, jump intesifies, and correlations.
| Izdano u: | Review of financial economics V. 23, 1-3 (2013). |
|---|---|
| Glavni autor: | |
| Format: | Članak |
| Jezik: | English |
| Teme: |
| Izdano u: | Review of financial economics V. 23, 1-3 (2013). |
|---|---|
| Glavni autor: | |
| Format: | Članak |
| Jezik: | English |
| Teme: |