Work

International Market Correlation and Volatility

Year: 1996

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v52.n5.2021

Authors: Bruno Solnik, Cyril Boucrelle, Yann Le Fur

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2176378198

FWCI: 19.15

Cites: 12

Cited by: 468

Related to: 10