Risk and portfolio management advanced approaches for Implementing Stochastic Correlation Processes
A stochastic correlation approach using copula functions offers a flexible alternative. By allowing correlations to vary ...
TMCnet16d
Agrology Offers New NEE Measurement System as Beta Program to Select U.S. Researchers
Agrology invites researchers to apply to join the beta program for its NEE Measurement System, with plans for an international launch in spring 2025. Researchers interested in participating can apply ...
Investing25d
Morgan Stanley weighs in on correlation between stocks and yields
Investing.com - A negative correlation between stocks and US government bond yields is likely to persist until the 10-year Treasury yield falls back below the 4.50% level, according to analysts ...
IEEE28d
Revisiting Split Covariance Intersection: Correlated Components and Optimality
Abstract: Linear fusion is a cornerstone of estimation theory. Implementing optimal linear fusion requires knowledge of the covariance of the vector of errors associated with all the estimators. In ...