Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage
In: Journal of Financial Econometrics (2022)
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In: Journal of Financial Econometrics (2022)
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In: International Review of Economics & Finance, Band 80, Heft 1
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In: Journal of Empirical Finance, Forthcoming
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In: Journal of Empirical Finance, Forthcoming
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In: Journal of Forecasting (2022)
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In: Journal of Financial Econometrics (2021) and University of Zurich, Department of Economics, Working Paper No. 290, Revised version
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In: University of Zurich, Department of Economics, Working Paper No. 429, March 2023 Forthcoming in the Financial Analyst Journal
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In: University of Zurich, Department of Economics, Working Paper No. 356, Revised version
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In: Journal of Finance Forthcoming
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