FinCovRegularization
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Software:26753
swMATH14857CRANFinCovRegularizationMaRDI QIDQ26753
Covariance Matrix Estimation and Regularization for Finance
Last update: 25 April 2016
Software version identifier: 1.1.0
Source code repository: https://github.com/cran/FinCovRegularization
Copyright license: GNU General Public License, version 2.0