ON THE SPECTRAL DECOMPOSITION OF EMPIRICAL CORRELATION MATRICES (Q4541068)
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scientific article; zbMATH DE number 1773613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE SPECTRAL DECOMPOSITION OF EMPIRICAL CORRELATION MATRICES |
scientific article; zbMATH DE number 1773613 |
Statements
ON THE SPECTRAL DECOMPOSITION OF EMPIRICAL CORRELATION MATRICES (English)
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30 July 2002
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principal components analysis
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correlation matrices
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yield curves
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future curves
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