Handling risk-on/risk-off dynamics with correlation regimes and correlation networks
Crossref DOI link: https://doi.org/10.1007/s11408-015-0248-2
Published Online: 2015-05-01
Published Print: 2015-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Papenbrock, Jochen
Schwendner, Peter
Text and Data Mining valid from 2015-05-01
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First Online: 1 May 2015