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Julien Chevallier

Articles | 2020

Local Gaussian correlations in financial and commodity markets

Authors:Quynh Nga Nguyen; Sofiane Aboura; Julien Chevallier; Lyuyuan Zhang; Bangzhu Zhu

http://doi.org/10.1016/j.ejor.2020.01.023

Journal:European Journal of Operational Research

Publisher:Elsevier BV

Issn:0377-2217

Volume:285

Issue:1

Year:2020