| Original language | English (US) |
|---|---|
| Pages (from-to) | 637-651 |
| Number of pages | 15 |
| Journal | Quantitative Finance |
| Volume | 9 |
| Issue number | 6 |
| DOIs | |
| State | Published - Sep 2009 |
All Science Journal Classification (ASJC) codes
- General Economics, Econometrics and Finance
- Finance