Asymmetry in Stock Comovements: An Entropy Approach.
Autor: | Jiang, Lei, Wu, Ke, Zhou, Guofu jianglei@sem.tsinghua.edu.cn |
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Zdroj: | Journal of Financial & Quantitative Analysis. Aug2018, Vol. 53 Issue 4, p1479-1507. 29p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |