Results 291 to 300 of about 2,875,960 (305)

An iterative method for the computation of the correlation matrix implied by a recursive path model

Quality and Quantity, 2020
Amal HMIMOU, M'Barek Iaousse, El Hadri Zouhair   +2 more
exaly  

Multivariate FX models with jumps: Triangles, Quantos and implied correlation

European Journal of Operational Research, 2017
Laura Ballotta, Griselda Deelstra
exaly  

Research ideas: Correlation does not imply causation

British Dental Journal, 2015
openaire   +2 more sources

Explaining the Implied Correlation Smile

2008
openaire   +1 more source

Implied correlation index: A new measure of diversification

Journal of Futures Markets, 2005
Vasiliki D Skintzi
exaly  

Correlation Structures of Correlated Binomial Models and Implied Default Distribution

Journal of the Physical Society of Japan, 2008
Shintaro Mori, Masato Hisakado
exaly  

Implied correlation indices and volatility forecasting

Applied Economics Letters, 2017
exaly  

Correlation still does not imply causation – Authors' reply

The Lancet Psychiatry, 2016
Schoeler, Tabea, Murray, Robin, Bhattacharyya, Sagnik   +2 more
openaire   +3 more sources

Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices

Review of Derivatives Research, 2012
Athanasios P Fassas, Costas Siriopoulos
exaly  

When causation does not imply correlation

2020
openaire   +1 more source