Large Dynamic Covariance Matrices
type: Item
instance of: scholarly article
title: Large Dynamic Covariance Matrices
zbMATH Open document ID: 1548.62562
DOI: 10.1080/07350015.2017.1345683
author: Robert F. Engle
author: Olivier Ledoit
author: Michael Wolf
published in: Journal of Business and Economic Statistics
publication date: 2024-11-08T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7940663
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 7940663