Timeline for How to detect regime change when estimating asset correlation from historical time series?
Current License: CC BY-SA 3.0
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May 27, 2014 at 21:56 | comment | added | user12348 | "this paper" link is no longer valid | |
Jan 16, 2013 at 8:01 | history | edited | Jase | CC BY-SA 3.0 |
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Dec 27, 2012 at 11:41 | history | edited | Jase | CC BY-SA 3.0 |
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Dec 27, 2012 at 10:36 | history | edited | Jase | CC BY-SA 3.0 |
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Dec 27, 2012 at 10:29 | history | edited | Jase | CC BY-SA 3.0 |
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Dec 27, 2012 at 10:22 | history | answered | Jase | CC BY-SA 3.0 |