A new proxy of the average volatility of a basket of returns: A Monte Carlo study
Year of publication: |
2006-07-03
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Authors: | Focker, Fulvia ; Triacca, Umberto |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2006, 15, p. 1-14
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Publisher: |
AccessEcon |
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