Correlation structure of extreme stock returns

Quantitative Finance 2001 / 02 Vol. 1; Iss. 2

Correlation structure of extreme stock returns

Cizeau, P., Potters, M., Bouchaud, J-P.
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Volume:
1
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/713665669
Date:
February, 2001
File:
PDF, 192 KB
english, 2001
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