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Book
Evaluating forecasts of correlation using option pricing
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Authors:
Gibson, Michael S.
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Boyer, Brian H.
Year: 1997 Publisher: Washington (D.C.): Federal reserve system. Board of governors,
Year: 1997 Publisher: Washington (D.C.): Federal reserve system. Board of governors,
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Book
Pitfalls in tests for changes in correlations
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Authors:
Boyer, Brian H.
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Loretan, Mico
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Gibson, Michael S.
Year: 1999 Publisher: Washington (D.C.): Federal reserve system. Board of governors,
Year: 1999 Publisher: Washington (D.C.): Federal reserve system. Board of governors,
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