Common volatility and correlation clustering in asset returns :: George Christodoulakis :: Manchester Business School 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title Common volatility and correlation clustering in asset returns
Author George Christodoulakis
Contributor Manchester Business School
Publisher Manchester Business School
Publication date 2006
Publication location Manchester
Language English

Descriptive Notes

Title from PDF title page (viewed on 23 Jun., 2010).

Topics

Economic forecasting :: Mathematical models
England

Catalogue Data

OBNB ID GBB076893
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 51 p.
P1042 Includes bibliographical references.

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Common volatility and correlation clustering in asset returns by George Christodoulakis. Published by Manchester Business School in 2006. Publication and catalogue information, links to buy online and reader comments.