Implied basket correlation dynamics (Q308412)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Implied basket correlation dynamics |
scientific article; zbMATH DE number 6623674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied basket correlation dynamics |
scientific article; zbMATH DE number 6623674 |
Statements
Implied basket correlation dynamics (English)
0 references
6 September 2016
0 references
correlation risk
0 references
dimension reduction
0 references
dispersion strategy
0 references
dynamic factor models
0 references
0 references
0 references
0 references
0.8137491
0 references
0.8023425
0 references
0.78999513
0 references
0.7833061
0 references
0.7819885
0 references
0.7814057
0 references
0.78028077
0 references
0.7799528
0 references
