Open AccessA New Tail-Based Correlation Measure and Its Application in Global Equity Markets
Author(s) -
Jinjing Liu
Publication year - 2021
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3457532
Subject(s) - equity (law) , measure (data warehouse) , econometrics , financial economics , correlation , business , economics , mathematics , computer science , data mining , political science , geometry , law
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