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Thilo Schmitt
University of Duisburg-Essen
Lotharstrasse 1
Duisburg, 47048
Germany
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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
Thilo Schmitt,
Rudi Schäfer
,
Dominik Wied
and
Thomas Guhr
University of Duisburg-Essen, University of Duisburg-Essen, University of Cologne and University of Duisburg-Essen
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