Increasing correlations or just fat tails?
Campbell, Rachel A.J., Forbes, Catherine S., Koedijk, Kees G., Kofman, Paul
Published in Journal of empirical finance (01.03.2008)
Published in Journal of empirical finance (01.03.2008)
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Journal Article
Increasing correlations or just fat tails?
Campbell, Rachel A.J, Koedijk, Kees G, Kofman, Paul, Forbes, Catherine Scipione
Year of Publication 2008
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Year of Publication 2008
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