ISSN 1448-6156
Vol. 10, Issue 1, 2017December 31, 2016 EDT
ccby-nc-nd-4.0
Shrinkage of the Sample Correlation Matrix of Returns Towards a Constant Correlation Target: A Pedagogic Illustration Based on Dow Jones Stock Returns
Shrinkage of the Sample Correlation Matrix of Returns Towards a Constant Correlation Target: A Pedagogic Illustration Based on Dow Jones Stock Returns
Articles in Vol. 10, Issue 1, 2017
Vol. 10, Issue 1, 2017
- A Multi-Representational Approach to Teaching Number Sequences: Making Sense of Recursive and Explicit Formulas via SpreadsheetsGunhan Caglayan
- Empowering Polynomial Theory Conjectures with SpreadsheetsChris PetersdinhJonah Beaumont
- A Spreadsheet Implementation of the Hodgkin- Huxley Model for Action Potentials in NeuronsFlorian Henning Geyer
- Shrinkage of the Sample Correlation Matrix of Returns Towards a Constant Correlation Target: A Pedagogic Illustration Based on Dow Jones Stock ReturnsClarence C. Y. Kwan
Kwan, Clarence C. Y. 2017. “Shrinkage of the Sample Correlation Matrix of Returns Towards a Constant Correlation Target: A Pedagogic Illustration Based on Dow Jones Stock Returns.” Spreadsheets in Education 10 (1).