Correlation structure of extreme stock returns (Q4646479)
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scientific article; zbMATH DE number 7001025
Language | Label | Description | Also known as |
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English | Correlation structure of extreme stock returns |
scientific article; zbMATH DE number 7001025 |
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Correlation structure of extreme stock returns (English)
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14 January 2019
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stock returns
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time-independent correlations
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