Estimating Forward-Looking Stock Correlations from Risk Factors

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Reference

Schadner W. and Traut J. (2022). Estimating Forward-Looking Stock Correlations from Risk Factors. Mathematics, 10(10), 1-19.

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Liechtenstein Business School
  • Innovative & Digital Finance

DOI

http://dx.doi.org/https://doi.org/10.3390/math10101649