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

By Zeno Adams, Roland Füss, Thorsten Glück. 2017

49 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/1bdf5a819ef67e80052c723e657301edb2166c7d