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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