How to account for extreme co-movements between individual stocks and the market

Journal article

Peer reviewed

Yannick Malevergne and Didier Sornette

The Journal of Risk, Vol.6(3), pp.71-116

01/04/2004

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Title: How to account for extreme co-movements between individual stocks and the market
Creators: Yannick Malevergne (Author)
Didier Sornette (Author)
Publication Details: The Journal of Risk, Vol.6(3), pp.71-116
Format: 71-116 P.
Identifiers: 9917544609453
Academic Unit: emlyon business school
Language: English
Resource Type: Journal article
Local Fields: 90781