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Munich Personal RePEc Archive

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Jump to: 2004 | 2006
Number of items: 2.

2004

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

2006

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

This list was generated on Wed Oct 5 19:39:00 2022 CEST.
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