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
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).