Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market. (Q1423177)

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Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.
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    Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market. (English)
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    14 February 2004
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    Order statistics
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    Bivariate normal distribution
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    Conditional correlation analysis
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    Inventory effects
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    Futures market
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