Thilo Schmitt

University of Duisburg-Essen

Lotharstrasse 1

Duisburg, 47048

Germany

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Scholarly Papers (1)

1.

Spatial Dependence in Stock Returns - Local Normalization and VaR Forecasts

Forthcoming in Empirical Economics
Number of pages: 20 Posted: 06 Sep 2013 Last Revised: 31 Jan 2015
University of Duisburg-Essen, University of Duisburg-Essen, University of Cologne and University of Duisburg-Essen
Downloads 137 (262,407)

Abstract:

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