Correlation structure of extreme stock returns (Q4646479)
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scientific article; zbMATH DE number 7001025
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Correlation structure of extreme stock returns |
scientific article; zbMATH DE number 7001025 |
Statements
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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0.7862305045127869
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0.7293206453323364
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0.7181575298309326
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0.701042652130127
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