Quynh Nga Nguyen, Sofiane Aboura, Julien Chevallier, Lyuyuan Zhang, Bangzhu Zhu. Local Gaussian correlations in financial and commodity markets. European Journal of Operational Research, 285(1):306-323, 2020. [doi]
@article{NguyenACZZ20,
title = {Local Gaussian correlations in financial and commodity markets},
author = {Quynh Nga Nguyen and Sofiane Aboura and Julien Chevallier and Lyuyuan Zhang and Bangzhu Zhu},
year = {2020},
doi = {10.1016/j.ejor.2020.01.023},
url = {https://doi.org/10.1016/j.ejor.2020.01.023},
researchr = {https://researchr.org/publication/NguyenACZZ20},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {285},
number = {1},
pages = {306-323},
}