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~isPartOf:"Journal of international money and finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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