A note on adjusting correlation matrices

Author: León A.   Peris J. E.   Silva J.   Subiza B.  

Publisher: Routledge Ltd

ISSN: 1466-4313

Source: Applied Mathematical Finance, Vol.9, Iss.1, 2002-03, pp. : 61-67

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract