Local Gaussian correlations in financial and commodity markets

Quynh Nga Nguyen, Sofiane Aboura, Julien Chevallier, Lyuyuan Zhang and Bangzhu Zhu
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Julien Chevallier: LED - Laboratoire d'Economie Dionysien - UP8 - Université Paris 8 Vincennes-Saint-Denis

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Date: 2020-08
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Citations: View citations in EconPapers (5)

Published in European Journal of Operational Research, 2020, 285 (1), pp.306-323. ⟨10.1016/j.ejor.2020.01.023⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-04250247

DOI: 10.1016/j.ejor.2020.01.023

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