Dynamic Implied Correlation Modeling and Forecasting in Structured Finance
| Year of publication: |
2013
|
|---|---|
| Authors: | Löhr, Sebastian ; Mursajew, Olga ; Rösch, Daniel ; Scheule, Harald |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 33.2013, 11, p. 994-1023
|
| Publisher: |
John Wiley & Sons, Ltd. |