The following pages link to Risks of large portfolios (Q494174):
Displaying 5 items.
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
