Work

Feasible Implied Correlation Matrices from Factor Structures

Year: 2021

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3876660

Author: Wolfgang Schadner

Institution: University of St.Gallen

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3173937967

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