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We describe a way to complete a correlation matrix that is not fully specified. Such matrices often arise in financial applications when the number of stochastic variables becomes large or when several smaller models are combined in a larger model. W
Externí odkaz:
http://arxiv.org/abs/2111.12640
Autor:
Köhler, Horst1
Publikováno v:
CESifo Forum. 2020, Vol. 21 Issue 2, p11-15. 5p.
Autor:
Köhler, Horst
Publikováno v:
Zeitschrift für Staats- und Europawissenschaften (ZSE) / Journal for Comparative Government and European Policy, 2009 Jan 01. 7(2), 310-317.
Externí odkaz:
https://www.jstor.org/stable/26165632
Autor:
Köhler, Horst.
Leipzig, Med. Diss. v. 30. Mai 1941.
Externí odkaz:
http://catalogue.bnf.fr/ark:/12148/cb32316048t