Volatility driven changes in stock return correlation dynamics

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

2 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	Managerial Finance
Volume	33
Issue number	3
Pages (from-to)	220-235
Number of pages	16
ISSN	0307-4358
Publication status	Published - 2007
MoE publication type	A1 Journal article - refereed

OpenUrl availability

@article{e69435f0c3024f38b1a34d5b3502bb4d,

title = "Volatility driven changes in stock return correlation dynamics",

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

year = "2007",

language = "English",

volume = "33",

pages = "220--235",

journal = "Managerial Finance",

issn = "0307-4358",

publisher = "Emerald Group Publishing",

number = "3",

}