Dynamic instability in generic model of multi-assets markets (Q2270570)
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scientific article; zbMATH DE number 5587529
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| English | Dynamic instability in generic model of multi-assets markets |
scientific article; zbMATH DE number 5587529 |
Statements
Dynamic instability in generic model of multi-assets markets (English)
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28 July 2009
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excess comovement
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correlation
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portfolio theory
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dynamic instability
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0.9362329840660096
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0.8414424657821655
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0.7557026147842407
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0.7265532612800598
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0.7222389578819275
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