Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance

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Referenz

Adams, Z., Füss, R., & Glück, T. (2017). Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance. Journal of Banking and Finance, 84(11), 9-24. (ABDC_2016: A*; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3; VHB_3: A)

Publikationsart

Beitrag in wissenschaftlicher Fachzeitschrift

Mitarbeiter

Einrichtungen

  • Institut für Finance

DOI

http://dx.doi.org/https://doi.org/10.1016/j.jbankfin.2017.07.003