Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags：covariance
| Title | Added by | Added on |
| [Code » Matlab] Newey West estimator | abiao | 2009/04/07 |
| [Code » Other] Newey and West Covariance Matrix Estimator | abiao | 2008/11/03 |
| [Code » Matlab] weighted covariance matrix | abiao | 2008/07/25 |
