Averaging estimation for conditional covariance models (Q5076879)
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scientific article; zbMATH DE number 7528141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaging estimation for conditional covariance models |
scientific article; zbMATH DE number 7528141 |
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Averaging estimation for conditional covariance models (English)
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17 May 2022
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averaging estimation
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conditional covariance estimation
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curse of dimensionality
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marginal regression
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portfolio allocation
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