Covariance and Correlation in International Equity Returns: A Value-at-Risk Approch

RAJ Campbell, CG (Kees) Koedijk, P Kofman

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Place of PublicationRotterdam
Number of pages29
Publication statusPublished - 2000

Bibliographical note

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Research programs

  • RSM F&A

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