Cotter, John and Longin, Francois (2004): Margin setting with high-frequency data.
Cotter, John and Longin, Francois (2006): Implied correlation from VaR.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by 
.
![[up]](/style/images/multi_up.png)
Up a level