Correlation as probability: applications of Sheppard’s formula to financial assets

  1. Giner, J.
  2. Mendoza Aguilar, J.
  3. Morini-Marrero, S.
Revue:
Quantitative Finance

ISSN: 1469-7696,  1469-7688

Année de publication: 2018

Volumen: 18

Número: 5

Pages: 777-787

Type: Article

DOI: 10.1080/14697688.2017.1414510 GOOGLE SCHOLAR
La source de données: Scopus