Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (Q3302163)
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scientific article; zbMATH DE number 7231650
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| English | Constructing analytically tractable ensembles of stochastic covariances with an application to financial data |
scientific article; zbMATH DE number 7231650 |
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Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (English)
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11 August 2020
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0.7528150677680969
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0.7014774084091187
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0.6986794471740723
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0.6910014748573303
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