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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 WebsiteFile Size: 1,46 MBShare Document on Facebook |