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Citation

Order by: Document Type | Year of publication | No order
Skip to: 2013 | 2012
Number of items: 2.

2013

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

2012

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 Sat Apr 1 05:10:03 2023 CEST