Forecasting the correlation structure of share prices: A test of new models

Authors
C.S. Eun B.G. Resnick
Citation
C.S. Eun et B.G. Resnick, Forecasting the correlation structure of share prices: A test of new models, Journal of banking & finance, 16(03), 1992, pp. 643
Journal title
Journal of banking & finance → ACNP
ISSN journal
03784266
Volume
16
Issue
03
Year of publication
1992
Database
ICR
SICI code
0378-4266(1992)16:03<643:FTCSOS>2.0.ZU;2-G