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Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness

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Reference

Hanke, M. (2017). Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness. Paper presented at the Risk:modeling, optimization, and inference, UNSW, Sydney, Australia.

Publication type

Refereed Conference Paper

Persons

Organizational Units

  • Chair in Finance