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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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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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