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corr2cov

To: s-news@lists.biostat.wustl.edu
Subject: corr2cov
From: TzamouranisY@LouisDreyfus.com
Date: Wed, 17 Aug 2005 14:47:22 -0400

Hi,

Is there a function in SPLUS that does the same thing as corr2cov in Matlab (i.e. turn the correlation to covariance, given the volatilities?)

Thanks,

Yannis
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