Market conditions and time-varying conditional correlations

Johan Knif, James Kolari, Seppo Pynnönen

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Applied Finance Letters
Volym	3
Nummer	1
Sidor (från-till)	22-27
Antal sidor	6
ISSN	2253-5799
Status	Publicerad - 07.2014
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

@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",

}