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1 Ergebnisse
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Large Dynamic Covariance Matrices:
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
Journal of Business & Economic Statistics. 37 (2017) 2 - p. 363-375 , 2017
Link:
https://doi.org/10.1080/07350015.2017.1345683
RT Journal T1 <Title>Large Dynamic Covariance Matrices</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_07350015.2017.1345683&Exemplar=1&LAN=DE A1 Engle, Robert F. A1 Ledoit, Olivier A1 Wolf, Michael PB Informa UK Limited YR 2017 SN 0735-0015 SN 1537-2707 JF Journal of Business & Economic Statistics VO 37 IS 2 SP 363 OP 375 LK http://dx.doi.org/https://doi.org/10.1080/07350015.2017.1345683 DO https://doi.org/10.1080/07350015.2017.1345683 SF ELIB - SuUB Bremen
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