An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320): Difference between revisions

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Latest revision as of 14:49, 25 June 2024

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An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling
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    An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (English)
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    15 February 2007
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    correlation matrix
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    rank reduction
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    market models
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