Article "Finding the Nearest Covariance Matrix: the Foreign Exchange Market Case" has been published in Journal of Computational Finance. Authors: Maxim Bouev, Aleksei Minabutdinov, Ilia Manaev
Article "Finding the Nearest Covariance Matrix: the Foreign Exchange Market Case" has been published in Journal of Computational Finance. Authors: Maxim Bouev, Aleksei Minabutdinov, Ilia Manaev