"On toeplitz approximation to empirical correlation matrix of financial ..."

Ali N. Akansu, Mustafa U. Torun (2012)

> Home

Details and statistics

DOI: 10.1109/CISS.2012.6310806

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/ciss/AkansuT12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/ciss/AkansuT12
Ali N. Akansu, Mustafa U. Torun:
On toeplitz approximation to empirical correlation matrix of financial asset returns. CISS 2012: 1-4

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.