Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation

Andreea Halunga, Christos Savva

Research output: Working paper

LanguageEnglish
StatusPublished - 2015

Cite this

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title = "Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation",
author = "Andreea Halunga and Christos Savva",
year = "2015",
language = "English",
type = "WorkingPaper",

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AU - Halunga, Andreea

AU - Savva, Christos

PY - 2015

Y1 - 2015

M3 - Working paper

BT - Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation

ER -