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Authors / Editors: Longin, Francois

Number of items: 2.

Cotter, John and Longin, Francois (2006): Implied correlation from VaR. Unpublished.

Cotter, John and Longin, Francois (2004): Margin setting with high-frequency data. Unpublished.

This list was generated on Fri May 25 23:54:54 2012 CEST.
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