Constructing analytically tractable ensembles of stochastic covariances with an application to financial data

Publisher： IOP Publishing

E-ISSN： 1742-5468|2015|11|P11025-19

ISSN： 1742-5468

Source： Journal of Statistical Mechanics: Theory and Experiment, Vol.2015, Iss.11, 2015-11, pp. : P11025-19

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