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Volatility and Correlation: Practical Methods for Financial Applications

Type

Book

Author(s)

Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X Diebold

Date Published

2009

Citations

Andersen, Torben, Tim Bollerslev, Peter Christoffersen, and Francis X Diebold. 2009. Volatility and Correlation: Practical Methods for Financial Applications. Princeton University Press.

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