Common volatility and correlation clustering in asset returns (Q884052)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Common volatility and correlation clustering in asset returns |
scientific article; zbMATH DE number 5163885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common volatility and correlation clustering in asset returns |
scientific article; zbMATH DE number 5163885 |
Statements
Common volatility and correlation clustering in asset returns (English)
0 references
13 June 2007
0 references
correlation
0 references
common volatility
0 references
persistence
0 references
predictability
0 references
time variation
0 references
0 references
0 references
0 references
