Phoenix Feng
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Person:1668580
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Nonlinear shrinkage estimation of large integrated covariance matrices Biometrika | 2019-06-24 | Paper |
| A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data Journal of Econometrics | 2018-08-29 | Paper |
Research outcomes over time
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