An Empirical Study of Correlation and Volatility Changes of Stock Indices and their Impact on Risk Figures / An Empirical Study of Correlation and Volatility Changes of Stock Indices and their Impact on Risk Figures

Autor: Bissantz, Nicolai, Ziggel, Daniel, Bissantz, Kathrin
Zdroj: Acta Universitatis Danubius. Œconomica / Annals of Danubius University. Economics. 7(4):127-141
Databáze: Central and Eastern European Online Library (CEEOL)