![Algebra / Covariance and correlation / Mathematics / Correlation and dependence / Financial correlation / Cross-correlation / Eigenvalues and eigenvectors / Matrix / G factor Algebra / Covariance and correlation / Mathematics / Correlation and dependence / Financial correlation / Cross-correlation / Eigenvalues and eigenvectors / Matrix / G factor](https://www.pdfsearch.io/img/9c9bf92214cbc314841e8a6ed3dab54c.jpg) Date: 2015-12-11 10:59:39Algebra 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, UKAdd to Reading ListSource URL: invenia.caDownload Document from Source Website File Size: 1,46 MBShare Document on Facebook
|