Logo
Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Jump to: 3506 | 3528
Number of items: 2.

3506

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

3528

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

This list was generated on Wed Nov 30 10:41:11 2022 CET.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.