Visualizing time-varying correlations across stock markets

Patrick Groenen () and Philip Hans Franses

Journal of Empirical Finance, 2000, vol. 7, issue 2, pages 155-172

Date: 2000
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Journal of Empirical Finance is edited by R. T. Baillie, G. Bekaert, W. Ferson, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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