Covariance estimation using random permutations
Lakshmi Padmakumari and S. Maheswaran
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Padmakumari, Lakshmi ; Maheswaran, S. |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 5.2018, 1, p. 1-21
|
| Subject: | Covariance | random permutations | random walk | extreme values of asset prices | bootstrap | Random Walk | Random walk | Korrelation | Correlation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786318500056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011922956