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Correlation structure of extreme stock returns - MaRDI portal

Correlation structure of extreme stock returns (Q4646479)

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scientific article; zbMATH DE number 7001025
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Correlation structure of extreme stock returns
scientific article; zbMATH DE number 7001025

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    Correlation structure of extreme stock returns (English)
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    14 January 2019
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    stock returns
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    time-independent correlations
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