Common volatility and correlation clustering in asset returns (Q884052)
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scientific article; zbMATH DE number 5163885
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| default for all languages | No label defined |
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| English | Common volatility and correlation clustering in asset returns |
scientific article; zbMATH DE number 5163885 |
Statements
Common volatility and correlation clustering in asset returns (English)
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13 June 2007
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correlation
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common volatility
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persistence
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predictability
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time variation
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0.8243433833122253
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0.8103758692741394
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0.8001144528388977
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0.78471440076828
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0.784016489982605
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