Covariance matrix filtering with bootstrapped hierarchies (Q134574)
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scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Covariance matrix filtering with bootstrapped hierarchies |
scientific article from arXiv |
Statements
12 March 2020
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q-fin.RM
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q-fin.ST
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stat.ME
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Christian Bongiorno
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Damien Challet
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