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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of risk"
~person:"Goldman, Elena"
~subject:"Estimation"
~subject:"Statistical distribution"
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Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
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