Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance

Referenz

Adams, Z., Füss, R., & Glück, T. (2017). Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance. Journal of Banking and Finance, 84(11), 9-24. (ABDC_2022: A*; ABS_2021: 3; VHB_3: A)

Publikationsart

Beitrag in wissenschaftlicher Fachzeitschrift

Mitarbeiter

• Prof. Dr. Roland Füss

Einrichtungen

• Institut für Finance

DOI