"Common volatility and correlation clustering in asset returns."

George A. Christodoulakis (2007)

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DOI: 10.1016/J.EJOR.2006.09.088

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type: Journal Article

metadata version: 2020-02-21

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George A. Christodoulakis:
Common volatility and correlation clustering in asset returns. Eur. J. Oper. Res. 182(3): 1263-1284 (2007)

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