Title of article

Common volatility and correlation clustering in asset returns

Author/Authors

George A. Christodoulakis، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2007

Pages

22

From page

1263

To page

1284

Keywords

Correlation , Persistence , predictability , Time variation , Common volatility

Journal title

European Journal of Operational Research

Serial Year

2007

Journal title

European Journal of Operational Research

Record number

217082