Repository: dppalomar/covFactorModel
Description: Covariance Matrix Estimation via Factor Models
Language: R
Topics: financial-data, factor-model, pca, covariance-matrix
License: GNU General Public License v3.0
Stars: 39.0 | Forks: 13.0 | Open issues: 0.0
Created: 2018-05-17 05:08:45
Owner: dppalomar (Hong Kong)