Work

Volatility equicorrelation: A cross-market perspective

Year: 2013

Type: article

Source: Economics Letters

DOI: 10.1016/j.econlet.2013.12.008

Authors: Sofiane Aboura, Julien Chevallier

Institutions: Dauphine Recherches en Management, Université Paris Dauphine-PSL, IPAG Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1991740147

FWCI: 2.915

Cites: 37

Cited by: 28

Related to: 10