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Dynamic conditional angular correlation - MaRDI portal

Dynamic conditional angular correlation (Q2305980)

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Dynamic conditional angular correlation
scientific article

    Statements

    title
    Dynamic conditional angular correlation (English)
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    author
    Riad Jarjour
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    Kung-Sik Chan
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    publication date
    20 March 2020
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    zbMATH Keywords
    instantaneous correlation matrix
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    portfolio construction
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    positive definiteness
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    robustness
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    volatility
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    Identifiers

    zbMATH DE Number
    7180795
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    OpenAlex ID
    W3003973096
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