An Alternative Approach to Measure Co-Movement between Two Time Series
The study of the dependences between different assets is a classic topic in financial literature. To understand how the movements of one asset affect to others is critical for derivatives pricing, portfolio management, risk control, or trading strategies. Over time, different methodologies were prop...
| Hauptverfasser: | , , |
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| Format: | info:eu-repo/semantics/article |
| Sprache: | English |
| Veröffentlicht: |
MDPI
2020
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| Schlagworte: | |
| Online Zugang: | http://hdl.handle.net/10835/7743 |