Conditional Correlations and Principal Regression Analysis for Futures
| Year of publication: |
2021
|
|---|---|
| Authors: | Karami, Armine ; Benichou, Raphael ; Benzaquen, Michael ; Bouchaud, Jean‐Philippe |
| Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2021.2021, 111, p. 63-73
|
| Publisher: |
Wilmott Magazine Ltd |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/wilm.10906 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012808838