Pages that link to "Item:Q4628036"

From MaRDI portal

← Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036)

Jump to:navigation, search

What links here

⧼whatlinkshere-whatlinkshere-target⧽

Page:

⧼whatlinkshere-whatlinkshere-ns⧽

Namespace:

Invert selection

⧼whatlinkshere-whatlinkshere-filter⧽

Hide transclusions

Hide links

Hide redirects

The following pages link to Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036):

Displaying 1 item.

On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)

Retrieved from "https://portal.mardi4nfdi.de/wiki/Special:WhatLinksHere/Item:Q4628036"