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News: Robert Fountain authors paper in Insurance: Mathematics and Economics
Author: Currently
Posted: April 14, 2008
Robert Fountain, Mathematics and
Statistics faculty; and graduates John Herman and Leif Rustvold co-authored
"An Application of Kendall Distributions and Alternative Dependence
Measures: SPX vs. VIX," published in Insurance:
Mathematics and Economics, Vol. 42, Issue 2, April 2008.
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