Increasing correlations or just fat tails? Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Empirical Finance

Time

Date/time value

  • 2008

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.jempfin.2007.01.001

Additional Document Info

Parent Title

  • Journal of Empirical Finance

Volume

  • 15

Publisher

  • Elsevier BV