Cojumps and asset allocation in international equity markets
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Publication:1734591
DOI10.1016/j.jedc.2018.11.002zbMath1411.91475OpenAlexW2901156525WikidataQ128942520 ScholiaQ128942520MaRDI QIDQ1734591
Oussama M'saddek, Duc Khuong Nguyen, Mohamed Arouri, Kuntara Pukthuanthong
Publication date: 27 March 2019
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/89938/1/MPRA_paper_89938.pdf
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Cites Work
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