Work

Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices

Year: 2000

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.248132

Author: Carol Alexander

Institutions: University of Sussex, Peking University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2103448947

Cites: 16

Cited by: 30

Related to: 10