On toeplitz approximation to empirical correlation matrix of financial asset returns

Ali N. Akansu, Mustafa U. Torun. On toeplitz approximation to empirical correlation matrix of financial asset returns. In 46th Annual Conference on Information Sciences and Systems, CISS 2012, Princeton, NJ, USA, March 21-23, 2012. pages 1-4, IEEE, 2012. [doi]

Abstract

Abstract is missing.