Comonotonicity and low volatility effect
Crossref DOI link: https://doi.org/10.1007/s10479-019-03320-0
Published Online: 2019-07-25
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lai, Wan-Ni
Chen, Yi-Ting
Sun, Edward W.
Funding for this research was provided by:
DAAD
Text and Data Mining valid from 2019-07-25
Version of Record valid from 2019-07-25
Article History
First Online: 25 July 2019