Multivariate market association and its extremes

Journal of International Financial Markets, Institutions and Money

Volumn 16, Issue 4, 2006, Pages 355-369

  Baur, Dirk ^a  

^a TRINITY COLLEGE DUBLIN   (Ireland)

Author keywords

Correlation asymmetry; Cross sectional dispersion; Herding

Indexed keywords

EID: 33747840327     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2005.05.006     Document Type: Article

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