Asymmetric conditional correlations in stock returns

Asymmetric conditional correlations in stock returns

Jiang, Hui, Saart, Patrick W., Xia, Yingcun
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Volume:
10
Language:
english
Journal:
The Annals of Applied Statistics
DOI:
10.1214/16-aoas924
Date:
June, 2016
File:
PDF, 795 KB
english, 2016
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