Advances in Financial Mathematics
10-13 Jan 2017 Paris (France)
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sciencesconf.org:fin-risks2017:132138
Correlations in stocks volatilities: factors and residues
Rémy Chicheportiche
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Swissquote
Correlations in stocks volatilities: factors and residues
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Invited talk in a mini-symposium
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Practitioners
Presentation
Chicheportiche.pdf
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