Work

Stochastic correlation across international stock markets

Year: 2000

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/s0927-5398(00)00017-7

Authors: Clifford A Ball, Walter N Torous

Institutions: Vanderbilt University, University of California, Los Angeles

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Vanderbilt University

OpenAlex ID: W1966036727

FWCI: 1.096

Cites: 20

Cited by: 84

Related to: 10