Pages that link to "Item:Q3166712"
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The following pages link to DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712):
Displaying 5 items.
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Capturing the Correlations of Fixed-income Instruments (Q4834336) (← links)
- Complex correlation approach for high frequency financial data (Q4964483) (← links)
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
- Random Matrix Theory of Dynamical Cross Correlations in Financial Data (Q5325414) (← links)