Excess covariance and dynamic instability in a multi-asset...

Journal of Economic Dynamics and Control 2012 Vol. 36; Iss. 8

Excess covariance and dynamic instability in a multi-asset model

Mikhail Anufriev, Giulio Bottazzi, Matteo Marsili, Paolo Pin
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Volume:
36
Year:
2012
Language:
english
DOI:
10.1016/j.jedc.2012.03.015
File:
PDF, 372 KB
english, 2012
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