Pages that link to "Item:Q4628036"
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The following pages link to Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036):
Displaying 4 items.
- Measuring the covariance risk of consumer debt portfolios (Q2002659) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES (Q5411990) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)