Correlation matrix with block structure and efficient sampling methods
Jinggang Huang; Liming Yang
| Year of publication: |
2010
|
|---|---|
| Authors: | Huang, Jinggang ; Yang, Liming |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 14.2010/11, 1, p. 81-94
|
| Subject: | Theorie | Theory | Stichprobenerhebung | Sampling | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008736741