Modelling joint behaviour of asset prices using stochastic correlation (Q2241515): Difference between revisions

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Latest revision as of 02:49, 27 July 2024

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Modelling joint behaviour of asset prices using stochastic correlation
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    Modelling joint behaviour of asset prices using stochastic correlation (English)
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    9 November 2021
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    correlation risk
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    Heston model
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    Kendall function
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    stochastic correlation
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    stock price association
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    tail dependence
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