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Algebra / Covariance and correlation / Mathematics / Correlation and dependence / Financial correlation / Cross-correlation / Eigenvalues and eigenvectors / Matrix / G factor


Correlation structure of spiky financial data: the case of congestion in Day-Ahead Energy Markets F. Caravelli1, 2, 3 1 Invenia Labs, 27 Parkside Place, Parkside, Cambridge CB1 1HQ, UK
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Document Date: 2015-12-11 10:59:39


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File Size: 1,46 MB

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