Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
Konermann, Patrick, Meinerding, Christoph, Sedova, OlgaVolume:
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