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International Market Correlation and Volability

Bruno Solnik 1 Cyril Boucrelle Yann Le Fur
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
keyword : Correlation International Market Volability
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https://hal-hec.archives-ouvertes.fr/hal-00601876
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Tuesday, June 21, 2011 - 1:12:04 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00601876, version 1

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HEC | PARISTECH | CNRS | LARA

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Bruno Solnik, Cyril Boucrelle, Yann Le Fur. International Market Correlation and Volability. 1996. ⟨hal-00601876⟩

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