노트/보고서 G. Rapuch, T. Roncalli, "GAUSS procedures for computing the nearest correlation matrix and simulating correlation matrices", ---, 2001 Jae-seong Yoo 2013. 9. 14. 21:28 gauss-corr.pdf 저작자표시 비영리 변경금지 (새창열림)
gauss-corr.pdf