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Fine-scale recombination rates inferred using the canFam4 assembly are strongly correlated with previous maps of dog recombination. [PDF]
Kidd JM.
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Age differences in alcohol and music consumption among Japanese nonproblem drinkers. [PDF]
Kato N, Oshima S, Watanabe K.
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RAB40C recruiting TRIM21 facilitates the progression of hepatocellular carcinoma by stabilizing EGFR. [PDF]
Wang Y +12 more
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Neural correlates of implied motion
Nature, 2003Current views of the visual system assume that the primate brain analyses form and motion along largely independent pathways; they provide no insight into why form is sometimes interpreted as motion. In a series of psychophysical and electrophysiological experiments in humans and macaques, here we show that some form information is processed in the ...
Bart, Krekelberg +4 more
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Implied Correlation and Market Returns
SSRN Electronic Journal, 2016This paper provides evidence that the implied correlation is an indicator of market-wide risk. From a time-series approach, we analyze whether aggregate implied correlation contains information on future market returns. We document that it explains an important fraction of the variation in aggregate market excess returns, with high implied correlation ...
Alejandro Bernales, Marcela Valenzuela
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Is Implied Correlation Worth Calculating?
The Journal of Derivatives, 2000There is an ever greater need to forecast correlations in addition to standard deviations, both for managing risk exposure in a portfolio context such as value at risk, and for pricing derivatives whose payoffs depend on correlations among more than one random factor.
Christian A. Walter, Jose A. Lopez
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Measuring Equity Risk with Option-Implied Correlations
SSRN Electronic Journal, 2012The Review of Financial Studies, 25(10), October 2012, 3113–3140, https://doi.org/10.1093/rfs/hhs087 We use forward-looking information from option prices to estimate option-implied correlations and to construct an option-implied predictor of factor betas.
Buss, Adrian, Vilkov, Grigory
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Dynamics of foreign exchange implied volatility and implied correlation surfaces
Quantitative Finance, 2019The prices of currency options expressed in terms of their implied volatilities and the implied correlations between foreign exchange rates at a given point in time depend on option delta and time to maturity. Implied volatilities and implied correlations likewise may thus be represented as a surface.
S. Beer, H. Fink
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Implied Correlation and Expected Returns
SSRN Electronic Journal, 2012This paper provides evidence that the implied correlation is an indicator of market-wide risk. From a time-series approach, I analyze whether aggregate implied correlation contains information on future market returns. I document that it explains an important fraction of the variation in aggregate market excess returns, with high implied correlation ...
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