A Simple Method for Predicting Covariance Matrices of Financial Returns (Q6180229)
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scientific article; zbMATH DE number 7780436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simple Method for Predicting Covariance Matrices of Financial Returns |
scientific article; zbMATH DE number 7780436 |
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A Simple Method for Predicting Covariance Matrices of Financial Returns (English)
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19 December 2023
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optimization
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statistical/machine learning
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