| Original language | English |
|---|---|
| Pages (from-to) | 40-51 |
| Number of pages | 11 |
| Journal | Journal of Financial Econometrics |
| Publication status | Published - 2003 |
| Externally published | Yes |
Research programs
- ESE - E&MS
Correlation, models, and risk management in challenging times
Research output: Contribution to journal › Article › Academic › peer-review