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.- Sort by
- Weight
- Alphabetically
Increased correlation among asset classes: Are volatility or jumps to blame, or both?
Yacine Aït-Sahalia, Dacheng Xiu
Research output: Contribution to journal › Article › peer-review
35
Scopus
citations