Large Dynamic Covariance Matrices (Q149565)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large Dynamic Covariance Matrices |
scientific article |
Statements
37
0 references
2
0 references
363-375
0 references
22 December 2017
0 references
Robert F. Engle
0 references
Olivier Ledoit
0 references
Michael Wolf
0 references
