Implied Correlation Index: A New Measure of Diversification

By Vasiliki D. Skintzi, Apostolos-Paul N. Refenes. 2005

101 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cdc860b01a6383f98c7c965969d147c4b5734cc7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Peng-Weng Chen

In Finance

1. Peng-Weng Chen

Citations in the corpus

• Modelling the Stochastic Correlation (2016, background): “Actually, this assumption is widely used (see [1],[13] and [15]).”