Siyang Peng
From MaRDI portal
Person:2674936
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 |
|---|---|---|
| Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach Journal of Systems Science and Complexity | 2022-09-14 | Paper |
| Large dimensional portfolio allocation based on a mixed frequency dynamic factor model Econometric Reviews | 2022-08-05 | Paper |
Research outcomes over time
This page was built for person: Siyang Peng
