Asset allocation in markets with contagion: The interplay...

Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations

Konermann, Patrick, Meinerding, Christoph, Sedova, Olga
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Volume:
22
Language:
english
Journal:
Review of Financial Economics
DOI:
10.1016/j.rfe.2012.08.001
Date:
January, 2013
File:
PDF, 423 KB
english, 2013
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