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Documents Golts Jones Supercurrency

Electronic copy available at: http://ssrn.com/abstract=1607722 1 Diversification, Volatilities and the Supercurrency: The FX Markets Since Bretton Woods Maxim Golts and Gregory…

Technology Econometrics

1. ECONOMETRICS Bruce E. Hansen c°2000, 20141 University of Wisconsin Department of Economics This Revision: January 3, 2014 Comments Welcome 1 This manuscript may be printed…

Documents Slide 1 The “New” matrix statistics of Random Matrix Theory and the Julia Programming Language.....

The “New” matrix statistics of Random Matrix Theory and the Julia Programming Language The “New” matrix statistics of Random Matrix Theory and the Julia Programming…

Documents JCP for covariance matrix estimation

Submitted to the Annals of Statistics arXiv: math.PR/0000000 A WELL CONDITIONED AND SPARSE ESTIMATE OF COVARIANCE AND INVERSE COVARIANCE MATRIX USING A JOINT PENALTY By Ashwini…