"Stochastic Correlation in Risk Analytics: A Financial Perspective."

Cuicui Luo, Luis A. Seco (2017)

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DOI: 10.1109/JSYST.2015.2496339

access: closed

type: Journal Article

metadata version: 2020-09-11

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Cuicui Luo, Luis A. Seco:
Stochastic Correlation in Risk Analytics: A Financial Perspective. IEEE Syst. J. 11(3): 1479-1485 (2017)

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