Work

Forecasting the correlation structure of share prices: A test of new models

Year: 1992

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(92)90048-5

Authors: Cheol S. Eun, Bruce G. Resnick

Institutions: University of Maryland, College Park, Indiana University Bloomington, Indiana University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2043937652

FWCI: 0.839

Cites: 19

Cited by: 22

Related to: 10