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Dynamic Implied Correlation Modeling and Forecasting in Structured Finance
Löhr, Sebastian, Mursajew, Olga, Rösch, Daniel, Scheule, HaraldVolume:
33
Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21626
Date:
November, 2013
File:
PDF, 1.22 MB
english, 2013