Work

Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets

Year: 1997

Type: article

Source: Financial Review

DOI: 10.1111/j.1540-6288.1997.tb00422.x

Authors: Panayiotis Theodossiou, Emel Kahya, Gregory Koutmos, Andreas Christofi

Institutions: Rutgers, The State University of New Jersey, Fairfield University, Azusa Pacific University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2171065219

FWCI: 4.054

Cites: 26

Cited by: 81

Related to: 10