Stable Reduced-Noise 'Macro' SSA - Based Correlations for Long-Term Counterparty Risk Management-Reference-Cited by-同舟云学术

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Stable Reduced-Noise 'Macro' SSA - Based Correlations for Long-Term Counterparty Risk Management

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Dash Jan W,Yang Xipei,Stein Harvey J.,Bondioli Mario

Publisher

Elsevier BV

Reference6 articles.

1. Noise-Reduced Correlations, the Signal to Noise Ratio, and SSA

2. Frequency distribution of the values of the correlation coefficient in samples of an indefinitely large population;; R A Iv Wikipedia;Biometrika,1915

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Big Data's Dirty Secret;SSRN Electronic Journal;2018

2. Introduction to Noise-Reduced Correlations Using Singular Spectrum Analysis;SSRN Electronic Journal;2017

3. Non-Leading Eigenvalue Distributions, RMT, and Correlations;SSRN Electronic Journal;2016

4. SSA, Random Matrix Theory, and Noise-Reduced Correlations;SSRN Electronic Journal;2016

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