Increasing correlations or just fat tails?

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    Author
    Campbell, RAJ; Forbes, CS; Koedijk, KG; Kofman, P
    Date
    2008-03-01
    Source Title
    Journal of Empirical Finance
    Publisher
    ELSEVIER SCIENCE BV
    University of Melbourne Author/s
    Kofman, Paul
    Affiliation
    Finance
    Metadata
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    Document Type
    Journal Article
    Citations
    Campbell, R. A. J., Forbes, C. S., Koedijk, K. G. & Kofman, P. (2008). Increasing correlations or just fat tails?. JOURNAL OF EMPIRICAL FINANCE, 15 (2), pp.287-309. https://doi.org/10.1016/j.jempfin.2007.01.001.
    Access Status
    This item is currently not available from this repository
    URI
    http://hdl.handle.net/11343/27935
    DOI
    10.1016/j.jempfin.2007.01.001
    Description

    C1 - Refereed Journal Article
    Keywords
    Banking; Finance and Investment

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