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~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper series / European Central Bank"
~person:"Bali, Turan G."
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
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Bali, Turan G.
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The journal of futures markets
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Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.
;
Genberg, Hans
;
Neftci, Salih N.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588
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