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subject:"Estimation theory"
type_genre:"Sammelwerk"
~isPartOf:"Finance research letters"
~person:"Escobar, Marcos"
~subject:"Korrelation"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
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