Pacific-Basin Finance Journal · 1997 · 100 citations · 14 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsQuantitative FinanceCapital MarketsEquity MarketsForeign Exchange MarketsInternational Financial MarketsPacific EconomiesStock MarketsCorrelation DynamicsDependence In Asset ReturnsRealized CorrelationReturn Correlation AnalysisStock Market Returns
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