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Moving average models for volatility and correlation and covarience matrices

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Alexander, C. (2008) Moving average models for volatility and correlation and covarience matrices. In: Fabozzi, F. J. (ed.) Handbook of finance: valuation, financial modeling, and quantitative tools. Wiley, pp. 711-724. ISBN 9780470078167

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Item Type:Book or Report Section
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:20444
Publisher:Wiley
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