Examination of Time-Variant Asset Correlations Using High- Frequency Data
Repository Usage Stats
Subjectasset correlations, market volatility, high-frequency data, financial crisis, time-variant correlations, time-variant volatility, diversification
More InfoShow full item record
Material is made available in this collection at the direction of authors according to their understanding of their rights in that material. You may download and use these materials in any manner not prohibited by copyright or other applicable law.
Rights for Collection: Research and Writings