Aufsatz(elektronisch)#12022
High-Dimensional Covariance Matrices Under Dynamic Volatility Models: Asymptotics and Shrinkage Estimation
In: HKUST Business School Research Paper No. 2022-090
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In: HKUST Business School Research Paper No. 2022-090
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In: Journal of Financial Economics (JFE), Forthcoming
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Working paper
In: Journal of Econometrics, Forthcoming
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In: Journal of Econometrics, Forthcoming
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Working paper
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In: HKUST Business School Research Paper No. 2022-089
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