Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (Q2674937): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q925978
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: Shao-Jun Guo / rank
 
Normal rank

Revision as of 15:57, 21 February 2024

scientific article
Language Label Description Also known as
English
Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach
scientific article

    Statements

    Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (English)
    0 references
    0 references
    0 references
    0 references
    14 September 2022
    0 references
    dynamic structure
    0 references
    factor models
    0 references
    high dimensional covariance matrices
    0 references
    portfolio allocation
    0 references
    reproducing kernel Hilbert space
    0 references

    Identifiers