A geometric framework for covariance dynamics
Year of publication: |
2022
|
---|---|
Authors: | Han, Chulwoo ; Park, Frank C. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 134.2022, p. 1-18
|
Subject: | Geodesic | Geometric covariance dynamics | Manifold | Realized covariance | Riemannian metric | Theorie | Theory | Korrelation | Correlation | Varianzanalyse | Analysis of variance |
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