Journal of Banking & Finance Vol. 16 No. 3 1992

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

Cheol S. Eun¹; Bruce G. Resnick²

¹ University of Maryland, College Park · ² Indiana University Bloomington

DOI

10.1016/0378-4266(92)90048-5

Volume

16

Issue

3

Pages

643-656

Language

en

Sources

openalex crossref semanticscholar

Cite

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