I agree that this site is using cookies. You can find further informations
here
.
X
Login
Merkliste (
0
)
Home
About us
Home About us
Our history
Profile
Press & public relations
Friends
The library in figures
Exhibitions
Projects
Training, internships, careers
Films
Services & Information
Home Services & Information
Lending and interlibrary loans
Returns and renewals
Training and library tours
My Account
Library cards
New to the library?
Download Information
Opening hours
Learning spaces
PC, WLAN, copy, scan and print
Catalogs and collections
Home Catalogs and Collections
Rare books and manuscripts
Digital collections
Subject Areas
Our sites
Home Our sites
Central Library
Law Library (Juridicum)
BB Business and Economics (BB11)
BB Physics and Electrical Engineering
TB Engineering and Social Sciences
TB Economics and Nautical Sciences
TB Music
TB Art & Design
TB Bremerhaven
Contact the library
Home Contact the library
Staff Directory
Open access & publishing
Home Open access & publishing
Reference management: Citavi & RefWorks
Publishing documents
Open Access in Bremen
zur Desktop-Version
Toggle navigation
Merkliste
1 Ergebnisse
1
Estimation of time-varying covariance matrices for large da..:
Dendramis, Yiannis
;
Giraitis, Liudas
;
Kapetanios, George
Series: Working Paper. , 2020
Link:
http://hdl.handle.net/10419/247185
RT Journal T1
Estimation of time-varying covariance matrices for large datasets
UL https://suche.suub.uni-bremen.de/peid=base-ftzbwkiel:oai:econstor.eu:10419_247185&Exemplar=1&LAN=DE A1 Dendramis, Yiannis A1 Giraitis, Liudas A1 Kapetanios, George PB London: Queen Mary University of London, School of Economics and Finance YR 2020 K1 ddc:330 K1 C13 K1 C22 K1 C51 K1 covariance matrix estimation K1 large dataset K1 regularization K1 thresholding K1 shrinkage K1 exponential inequalities K1 minimum variance portfolio JF Series: Working Paper LK http://hdl.handle.net/10419/247185 DO http://hdl.handle.net/10419/247185 SF ELIB - SuUB Bremen
Export
RefWorks (nur Desktop-Version!)
Flow
(Zuerst in
Flow
einloggen, dann importieren)