David Melkuev

Department of Statistics and Actuarial Science, University of Waterloo

Waterloo, Ontario N2L 3G1

Canada

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Correlation Matrices with the Perron-Frobenius Property

Number of pages: 43 Posted: 11 Sep 2014
Phelim P. Boyle, Shui Feng, David Melkuev and Johnew Zhang
Wilfrid Laurier University - School of Business & Economics, Department of Mathematics and Statistics, McMaster University, Canada, Department of Statistics and Actuarial Science, University of Waterloo and Columbia University, Columbia Business School, Finance and Economics, Students
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Abstract:

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Perron-Frobenius, Correlation-matrices