Sponsored by: The Center for the Study of Auctions, Procurements and Competition Policy (CAPCP), the Center for Research on International Financial and Energy Security (CRIFES) at the Pennsylvania State University, FinEx Plus LLC, the Institute for Financial Studies (IFS) and the Society for Financial Econometrics (SoFiE)
"Volatilities and Correlations in Stressed Markets" (2009)
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Date: April 3, 2009
Location: New York University Stern School of Business