Large Dynamic Covariance Matrices

DOI10.1080/07350015.2017.1345683MaRDI QIDQ149565FDO

Authors Robert F. Engle, Olivier Ledoit, Michael Wolf

Publication date 22 December 2017

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Cited in

(1)

• xdcclarge

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