Forward looking up-/down correlations

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Reference

Schadner, W. (2021). Forward looking up-/down correlations. Quantitative Finance and Economics, 5(3), 471-495.

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Liechtenstein Business School
  • Innovative & Digital Finance

DOI

http://dx.doi.org/10.3934/QFE.2021021