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

Xiaomin Guo; Lin Zhong; Huijian Dong

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

Xiaomin Guo
, Lin Zhong
, Huijian Dong

University of South Florida

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Default journal
State	Published - Jan 1 2015

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Rho has no role correlation coefficient instability and non-asymFinal published version, 536 KBLicense: CC BY

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title = "Rho has no role: correlation coefficient instability and non-asymptotic simulation volatility.",

author = "Xiaomin Guo and Lin Zhong and Huijian Dong",

note = "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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day = "1",

language = "American English",

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T1 - Rho has no role: correlation coefficient instability and non-asymptotic simulation volatility.

AU - Guo, Xiaomin

AU - Zhong, Lin

AU - Dong, Huijian

N1 - 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

PY - 2015/1/1

Y1 - 2015/1/1

UR - https://digitalcommons.usf.edu/fac_publications/3629

M3 - Article

JO - Default journal

JF - Default journal

ER -

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

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