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

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

• Prof. Dr. Roland Füss

Organizational Units

• Institute for Finance

DOI