Correlations, integration and Hansen-Jagannathan bounds

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	1167 - 1180
Number of pages	14
Journal	Applied Financial Economics
Volume	14
Publication status	Published - 2004

Cite this

@article{5231b27d57774f6e8d51d05bf08c09b4,

title = "Correlations, integration and Hansen-Jagannathan bounds",

author = "Vanitha Ragunathan and Robert Faff and Brooks, \{Robert Darren\}",

year = "2004",

language = "English",

volume = "14",

pages = "1167 -- 1180",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor \& Francis",

}