Work

Structural Conditional Correlation

Year: 2009

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbp025

Author: E. Weber

Institution: University of Regensburg

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2096239281

FWCI: 5.073

Cites: 13

Cited by: 34

Related to: 10