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(Q5172860)
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Correlation swap
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Statements
defining formula
N
corr
(
ρ
realized
−
ρ
strike
)
{\displaystyle N_{\text{corr}}(\rho _{\text{realized}}-\rho _{\text{strike}})}
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imported from Wikimedia project
English Wikipedia
maintained by WikiProject
WikiProject Mathematics
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Identifiers
Freebase ID
/m/04gqh2b
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Microsoft Academic ID
139484474
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