Correlation structure of extreme stock returns
Authors:
P. Cizeau a;
M. Potters a;
J-P. Bouchaud a
| Affiliation: | a Science & Finance, The Research Division of Capital Fund Management, 109-111 rue Victor-Hugo, 92532 Levallois Cedex, France. |
DOI:
10.1080/713665669
Publication Frequency:
8 issues per year
Formats available:
PDF
(English)

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