John Peterson

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The Correlation of Gold Versus Other Markets
By John Peterson - June 13, 2007
In part 1 of this article I presented a simple transformation for daily closing data that produces a series suitable for the estimation of day to day correlation of two different markets, instruments. The technique was used to estimate the...
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With gold stolen by Conquistador Francisco Pizarro from the Inca Empire in 1532, Spain financed its conquest of Europe.

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