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- W1551168601 abstract "An estimator of the correlation between Italian and U.S. Stock Returns is introduced. The properties of the estimator are invariant with respect to a wide class of GARCH models. The empirical evidence shows the existence of a positive correlation between Italian an U. S. stock returns." @default.
- W1551168601 created "2016-06-24" @default.
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- W1551168601 date "2003-01-01" @default.
- W1551168601 modified "2023-09-26" @default.
- W1551168601 title "Statistical Analysis of the Correlation between Italian and U.S. Stock Returns" @default.
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