Measuring correlation risk Roza Galeeva, Jiri Hoogland, Alexander Eydeland CMG, Morgan Stanley January 11, 2007 Contents

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Date: 2007-03-27 13:47:21 Covariance and correlation Correlation and dependence Cholesky decomposition Multivariate normal distribution Covariance Eigenvalues and eigenvectors Matrix Bootstrapping Pearson product-moment correlation coefficient Partial correlation		Measuring correlation risk Roza Galeeva, Jiri Hoogland, Alexander Eydeland CMG, Morgan Stanley January 11, 2007 Contents Add to Reading List Source URL: www.bbk.ac.uk Download Document from Source Website File Size: 171,12 KB Share Document on Facebook

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