Volatility-dependent correlations: further evidence of when, where and how
Crossref DOI link: https://doi.org/10.1007/s00181-018-1473-0
Published Online: 2018-06-13
Published Print: 2019-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Clements, Adam
Scott, Ayesha
Silvennoinen, Annastiina
Text and Data Mining valid from 2018-06-13
Article History
Received: 6 March 2017
Accepted: 18 April 2018
First Online: 13 June 2018