Spatial dependence in stock returns: local normalization and VaR forecasts
Crossref DOI link: https://doi.org/10.1007/s00181-015-0947-6
Published Online: 2015-04-10
Published Print: 2016-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Schmitt, Thilo A.
Schäfer, Rudi
Wied, Dominik
Guhr, Thomas
Text and Data Mining valid from 2015-04-10