Internationally correlated jumps
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More about this item
Keywords
Correlation; diversification; jumps;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2012-07-08 (Risk Management)
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