Eigen-Adjusted Covariance Matrices
Year of publication: |
2011
|
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Authors: | Menchero, Jose |
Other Persons: | Wang, Jun (contributor) ; Orr, D.J. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Korrelation | Correlation | Lineare Algebra | Linear algebra | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (21 p) |
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Series: | MSCI Barra Research Paper ; No. 2011-14 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 19, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1915318 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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