DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE
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Publication:3166712
DOI10.1142/S0219024912500355zbMath1262.91053MaRDI QIDQ3166712
Helmut Herwartz, Vasyl Golosnoy
Publication date: 15 October 2012
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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Cites Work
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