Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (Q2674937): Difference between revisions
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Revision as of 15:57, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach |
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Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (English)
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14 September 2022
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dynamic structure
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factor models
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high dimensional covariance matrices
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portfolio allocation
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reproducing kernel Hilbert space
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