Is Implied Correlation Worth Calculating? Evidence From Foreign Exchange Options and Historical Data, Research Paper 9730
Walter, Christian and Lopez, Jose A. "Is Implied Correlation Worth Calculating? Evidence From Foreign Exchange Options and Historical Data, Research Paper 9730," Research Papers (Federal Reserve Bank of New York) (September 1997). https://fraser.stlouisfed.org/title/6570/item/615582, accessed on March 25, 2023.
- lcc: HG136 .R45 no.9730
- oclc: 37934308
- repec: fip:fednrp:9730