On the predictability of model-free implied correlation

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Bibliographische Detailangaben
Veröffentlicht in:International journal of forecasting
1. Verfasser: Markopoulou, Chryssa (VerfasserIn)
Weitere Verfasser: Skintzi, Vasiliki (VerfasserIn), Refenes, Apostolos-Paul (VerfasserIn)
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Sprache:eng
Veröffentlicht: April-June 2016
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