A Simplified Approach to Modelling the Co-movement of Asset Returns


Autoria(s): Stoja, Evarist; Harris, [No Value]; Tucker, [No Value]
Data(s)

01/04/2007

Identificador

http://pure.qub.ac.uk/portal/en/publications/a-simplified-approach-to-modelling-the-comovement-of-asset-returns(616c6325-3c63-4e64-893b-b237900992d8).html

http://dx.doi.org/10.1002/fut.20262

http://www.scopus.com/inward/record.url?scp=34248341426&partnerID=8YFLogxK

Idioma(s)

eng

Direitos

info:eu-repo/semantics/restrictedAccess

Fonte

Stoja , E , Harris , N V & Tucker , N V 2007 , ' A Simplified Approach to Modelling the Co-movement of Asset Returns ' Journal of Futures Markets , vol 27(6) , no. 6 , pp. 575-598 . DOI: 10.1002/fut.20262

Palavras-Chave #/dk/atira/pure/subjectarea/asjc/1400 #Business, Management and Accounting(all) #/dk/atira/pure/subjectarea/asjc/1400/1402 #Accounting #/dk/atira/pure/subjectarea/asjc/2000/2002 #Economics and Econometrics #/dk/atira/pure/subjectarea/asjc/2000/2003 #Finance
Tipo

article