Observations on industry practice in the construction of large correlation structures for risk and capital margins
Crossref DOI link: https://doi.org/10.1007/s13385-018-0173-7
Published Online: 2018-06-05
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Taylor, Gregory Clive
Funding for this research was provided by:
Australian Research Council (LP130100723)
Text and Data Mining valid from 2018-06-05
Version of Record valid from 2018-06-05
Article History
Received: 30 January 2018
Revised: 16 March 2018
Accepted: 3 May 2018
First Online: 5 June 2018