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Teng, Long, Wu, Xueran, Guenther, Michael and Ehrhardt, Matthias (2020). A new methodology to create valid time-dependent correlation matrices via isospectral flows. ESAIM-Math. Model. Numer. Anal.-Model. Math. Anal. Numer., 54 (2). S. 361 - 372. LES ULIS CEDEX A: EDP SCIENCES S A. ISSN 1290-3841