When Correlations Lie

Chandni Bhatia discusses the structural failure of rolling-window estimation and what quants can do about it.

Authors

Publication Details

Journal
Wilmott
Published
2026-10-31
DOI
https://doi.org/10.54946/wilm.12276
Primary Topic
Financial Risk and Volatility Modeling
Type
article
Field-Weighted Citation Impact
0.00
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article

When Correlations Lie

Chandni Bhatia
Wilmott
Financial Risk and Volatility Modeling
article

When Correlations Lie

Chandni Bhatia
article en

Abstract

Chandni Bhatia discusses the structural failure of rolling-window estimation and what quants can do about it.

WilmottVol. 2026(146)
Openalex Percentile: Top 9%
Financial Risk and Volatility Modeling
DOISourceOpenAlex
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When Correlations Lie — Chandni Bhatia · Wilmott (2026) | TGRS Research Map | TGRS