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THE TIME-VARYING CORRELATION ESTIMATOR USING THE NATURAL CUBIC SPLINE VOLATILITY
THE TIME-VARYING CORRELATION ESTIMATOR USING THE NATURAL CUBIC SPLINE VOLATILITY
2020
Jetsada Laipaporn
Phattrawan Tongkumchum
Keywords:
time varying correlation
Volatility (finance)
Estimator
Mathematics
Spline (mathematics)
Applied mathematics
Correction
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