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Volatility clustering in financial markets : empirical facts and agent-based models
Cont, Rama
- In:
Long memory in economics : with 50 tables
,
(pp. 289-309)
.
2006
Persistent link: https://www.econbiz.de/10003375648
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Forward equations for portfolio credit derivatives
Cont, Rama
;
Savescu, Ioana
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 269-293)
.
2009
Persistent link: https://www.econbiz.de/10003787608
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3
Credit default swaps and systemic risk
Cont, Rama
;
Minca, Andreea
- In:
Operations research confronting the crisis
,
(pp. 523-547)
.
2016
Persistent link: https://www.econbiz.de/10011589899
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