Asymmetry in Stock Comovements: An Entropy Approach.

Autor: Jiang, Lei, Wu, Ke, Zhou, Guofu jianglei@sem.tsinghua.edu.cn
Zdroj: Journal of Financial & Quantitative Analysis. Aug2018, Vol. 53 Issue 4, p1479-1507. 29p.
Databáze: Business Source Ultimate