Rho has no role: correlation coefficient instability and non-asymptotic simulation volatility.

Authors

Xiaomin Guo
Lin Zhong
Huijian Dong, University of South Florida St. Petersburg

SelectedWorks Author Profiles:

Huijian Dong

Document Type

Article

Publication Date

2015

Recommended Citation

Guo, X., Zhong, L., & Dong, H. (2015). Rho has no role: correlation coefficient instability and non-asymptotic simulation volatility. Universal Journal of Accounting and Finance, 3(1), 9–15. Retrieved from http://www.hrpub.org/journals/article_info.php?aid=2283

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