A comparison of estimation techniques for the Covariance matrix in a fixed-income framework
Marco Neffelli and Marina Resta
| Year of publication: |
2018
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|---|---|
| Authors: | Neffelli, Marco ; Resta, Marina |
| Published in: |
New methods in fixed income modeling : fixed income modeling. - Cham : Springer, ISBN 978-3-319-95284-0. - 2018, p. 99-115
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| Subject: | Schätztheorie | Estimation theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-95285-7_6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012011581