Back to overview
Export results as [feed] RSS 1.0 [feed] RSS 2.0

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 Thu Jun 20 05:19:14 2024 CEST