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Citation

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Number of items: 2.

Kasch, Maria ; Caporin, Massimiliano (2013) Volatility Threshold Conditional Correlations: An International Analysis. Journal of Financial Econometrics Oxford 11 4 706-742 [Article]

Kasch, Maria ; Caporin, Massimiliano (2012) Volatility Threshold Dynamic Conditional Correlations: An International Analysis. SSRN Working Paper Series Rochester, NY [Working paper]

This list was created automatically on Tue Mar 28 04:39:30 2023 CEST