A note on adjusting correlation matrices

  1. León, A.
  2. Peris, J.E.
  3. Silva, J.
  4. Subiza, B.
Journal:
Applied Mathematical Finance

ISSN: 1466-4313,  1350-486X

Year of publication: 2002

Volume: 9

Issue: 1

Pages: 61-67

Type: Article

DOI: 10.1080/13504860210136721 GOOGLE SCHOLAR
Data source: Scopus