Assets / Covariance Matrix Estimation
Gerber Covariance Matrix
Compute the Gerber asset covariance matrix, from either:
- Asset returns
- Asset close-to-close prices, from which asset logarithmic returns are computed
References
post/assets/covariance/matrix/estimation/gerber
Request body
Response
OK
Changes
No recorded changes to this endpoint across all 11 revisions of this API.