Confidence intervals for asset correlations in the asymptotic single risk factor model (Q5232804)
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scientific article; zbMATH DE number 7104767
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| English | Confidence intervals for asset correlations in the asymptotic single risk factor model |
scientific article; zbMATH DE number 7104767 |
Statements
Confidence Intervals for Asset Correlations in the Asymptotic Single Risk Factor Model (English)
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13 September 2019
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0.8075854182243347
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0.7654919624328613
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0.7542530298233032
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0.7463010549545288
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0.7435845136642456
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