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0396417 - ÚTIA 2014 RIV CZ eng J - Journal Article
Avdulaj, Krenar - Baruník, Jozef
Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 63, č. 5 (2013), s. 425-442. ISSN 0015-1920. E-ISSN 0015-1920
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : portfolio diversification * dynamic correlations * high frequency data * time-varying copulas
Subject RIV: AH - Economics
Impact factor: 0.358, year: 2013
http://library.utia.cas.cz/separaty/2013/E/avdulaj-0396417.pdf
Permanent Link: http://hdl.handle.net/11104/0224324