Market conditions and time-varying conditional correlations

Johan Knif, James Kolari, Seppo Pynnönen

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Peer-reviewed scientific journal	Applied Finance Letters
Volume	3
Issue number	1
Pages (from-to)	22-27
Number of pages	6
ISSN	2253-5799
Publication status	Published - 07.2014
MoE publication type	A1 Journal article - refereed

Keywords

@article{cf9f1ed224c245e199f249238610cc22,

title = "Market conditions and time-varying conditional correlations",

keywords = "512 Business and Management, KOTA2014",

author = "Johan Knif and James Kolari and Seppo Pynn{\"o}nen",

year = "2014",

month = jul,

language = "English",

volume = "3",

pages = "22--27",

journal = "Applied Finance Letters",

issn = "2253-5799",

publisher = "Auckland Centre for Financial Research",

number = "1",

}