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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

Published in: Quantitative Finance, Volume 1, Issue 2 February 2001 , pages 217 - 222

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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