Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
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Publication:6576885
DOI10.1080/14697688.2023.2278502MaRDI QIDQ6576885
Matteo M. Pelagatti, Giacomo Sbrana
Publication date: 23 July 2024
Published in: Quantitative Finance (Search for Journal in Brave)
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