Modelling joint behaviour of asset prices using stochastic correlation (Q2241515)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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