Time Variation in Asset Return Dependence: Strength or Structure

TD (Thijs) Markwat, Erik Kole, Dick van Dijk

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

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
EditionERIM Report Series ERS-2009-052-F&A
Publication statusPublished - 2009

Publication series

SeriesERIM Report Series
VolumeERS-2009-052-F&A

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