January 01, 2021 preprint Open access The Correlation Matrix Under General Conditions: Robust Inference and Fully Flexible Stress Testing and Scenarios for Financial Portfolios (Presentation Slides) SSRN Electronic Journal DOI: 10.2139/ssrn.4056268 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 0 stored of 0 References 1 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models 2020 Scandinavian Journal of Statistics article Mathematics Random Matrices and Applications Open access 9 citations 1 result