ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES: A COMPARATIVE STUDY OF THE UNITED STATES AND JAPAN
- 1 November 1988
- journal article
- Published by Wiley in The Financial Review
- Vol. 23 (4) , 387-399
- https://doi.org/10.1111/j.1540-6288.1988.tb01277.x
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Estimating the Correlation Structure of International Share PricesThe Journal of Finance, 1984
- A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETASThe Journal of Finance, 1973