Dynamic Implied Correlation Modeling and Forecasting in Structured Finance
- 期刊名称Journal of Futures Markets
- 作者Löhr, Sebastian; Mursajew, Olga; Rösch, Daniel; Scheule, Harald
- 卷第33卷
- 期第11期
- 印刷ISSN0270-7314
- 文件大小1254.38KB
- 发表时间2013-11
- DOI10.1002/fut.21626
- 页码994-1023
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