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the stylized fact that the more accurate you are on two time series (i.e. the more you sample them), the lower the correlations according to the usual formula. It applies to any ti…
an abbreviation of advanced internal ratings-based approach, and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institution…
a region that observes a uniform standard time for legal, commercial, and social purposes.
a proprietary computer program used for charting and technical analysis of financial markets.