Deriving Correlation Matrices for Missing Financial Time-Series Data
Deriving Correlation Matrices for Missing Financial Time-Series Data is a scholarly work, published in 2018 in ''International Journal of Economics and Finance''. The main subjects of the publication include econometrics, data mining, computer science, finance, statistics, missing data, manicule, series, time series, and volatility. The problem of missing data is prevalent in financial time series, particularly data such as foreign exchange rates and interest rate indices.