An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320): Difference between revisions
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Revision as of 12:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling |
scientific article |
Statements
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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