Work

Conditional Correlations and Principal Regression Analysis for Futures

Year: 2019

Type: article

Source: Wilmott

DOI: 10.1002/wilm.10906

Authors: Armine Karami, Raphael Benichou, Michael Benzaquen, Jean‐Philippe Bouchaud

Institution: École Polytechnique

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Fondation du Risque

OpenAlex ID: W2997549886

FWCI: 1.177

Cites: 12

Cited by: 6

Related to: 20