Work

Estimating the Correlation Structure of International Share Prices

Year: 1984

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1984.tb04909.x

Authors: CHEOL S. EUN, BRUCE G. RESNICK

Institution: University of Minnesota

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2004894597

FWCI: 2.605

Cites: 17

Cited by: 127

Related to: 10