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Correlation
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Federal Reserve Bank of San Francisco
National Bureau of Economic Research
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Institut für Schweizerisches Bankwesen <Zürich>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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International Monetary Fund
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Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
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2004
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[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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2
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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3
Output, money and price correlations in a real business cycle model
Huh, Chan-guk
-
1990
Persistent link: https://www.econbiz.de/10000867261
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