Work

Forecasting International Equity Correlations

Year: 1994

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v50.n6.32

Authors: Claude B. Erb, Campbell R. Harvey, Tadas E. Viskanta

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2165145231

FWCI: 5.726

Cites: 11

Cited by: 521

Related to: 10