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Publication

The variance implied conditional correlation

Journal Contribution - Journal Article

Journal: EUROPEAN JOURNAL OF FINANCE

ISSN: 1466-4364

Issue: 2-3

Volume: 26

Pages: 200 - 222

Publication year:2020

VABB Id: c:vabb:492456
Handle: http://hdl.handle.net/1854/LU-8642249
DOI: https://doi.org/10.1080/1351847x.2019.1615524
WoS Id: 000471515600001

BOF-keylabel:yes

IOF-keylabel:yes

Authors:International

Authors from:Higher Education

Accessibility:Closed

See also: The variance implied conditional correlation
See also: The variance implied conditional correlation