Open AccessCorrelation Risk in the Context of Market Turbulences during the COVID-19 Pandemic and BCBS Stress Testing Principles
Author(s) -
Fidelio Tata
Publication year - 2020
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2020.104036
Subject(s) - autocorrelation , diversification (marketing strategy) , correlation , volatility (finance) , econometrics , stress test , context (archaeology) , economics , financial economics , statistics , business , marketing , mathematics , finance , geography , geometry , archaeology