Increased correlation among asset classes: Are volatility or jumps to blame, or both?

Yacine Aït-Sahalia, Dacheng Xiu

Research output: Contribution to journalArticlepeer-review

26 Scopus citations

Fingerprint

Dive into the research topics of 'Increased correlation among asset classes: Are volatility or jumps to blame, or both?'. Together they form a unique fingerprint.

Business & Economics