Conditional dependence in post-crisis markets: dispersion and correlation skew trades
Crossref DOI link: https://doi.org/10.1007/s11156-019-00847-y
Published Online: 2019-10-24
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sokolinskiy, Oleg http://orcid.org/0000-0002-9829-3934
Text and Data Mining valid from 2019-10-24
Version of Record valid from 2019-10-24
Article History
First Online: 24 October 2019