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

back to overview

Reference

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; VHB_3: A)

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Institute for Finance

DOI

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