Energy Risk catches up with ex-Enronites to hear their thoughts on the company and find out what they are doing now
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ABSTRACT In this paper, we study the evolution over time of the correlation structure of equity returns by means of a filtered-network approach and use this to investigate persistency and recurrences...
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Welcome to The Journal of Computational Finance's Online First Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online First publication,...
ABSTRACT We develop an efficient Monte Carlo method for the valuation of financial contracts on discretely realized variance.We work with a general stochastic volatility model that makes realized variance...
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