Shui Feng

Department of Mathematics and Statistics, McMaster University, Canada

Canada

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Correlation Matrices with the Perron-Frobenius Property

Number of pages: 43 Posted: 11 Sep 2014
Wilfrid Laurier University - School of Business & Economics, Department of Mathematics and Statistics, McMaster University, Canada, Department of Statistics and Actuarial Science, University of Waterloo and Department of Statistics and Actuarial Science, University of WaterlooColumbia University - Columbia Business School, Finance
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Abstract:

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Perron-Frobenius, Correlation-matrices