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dc.contributor.authorCampbell, RAJ
dc.contributor.authorForbes, CS
dc.contributor.authorKoedijk, KG
dc.contributor.authorKofman, P
dc.date.available2014-05-21T20:57:26Z
dc.date.issued2008-03-01
dc.identifierhttp://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000258227800009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=d4d813f4571fa7d6246bdc0dfeca3a1c
dc.identifier.citationCampbell, 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.
dc.identifier.issn0927-5398
dc.identifier.urihttp://hdl.handle.net/11343/27935
dc.descriptionC1 - Refereed Journal Article
dc.languageEnglish
dc.publisherELSEVIER SCIENCE BV
dc.subjectBanking
dc.subjectFinance and Investment
dc.titleIncreasing correlations or just fat tails?
dc.typeJournal Article
dc.identifier.doi10.1016/j.jempfin.2007.01.001
melbourne.peerreviewPeer Reviewed
melbourne.affiliationThe University of Melbourne
melbourne.affiliation.departmentFinance
melbourne.source.titleJOURNAL OF EMPIRICAL FINANCE
melbourne.source.volume15
melbourne.source.issue2
melbourne.source.pages287-309
dc.research.codefor1502
melbourne.publicationid101756
melbourne.elementsid301360
melbourne.contributor.authorKofman, Paul
melbourne.internal.ingestnoteAbstract bulk upload (2017-07-20)
dc.identifier.eissn1879-1727
melbourne.accessrightsThis item is currently not available from this repository


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