Pages that link to "Item:Q2674937"
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The following pages link to Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (Q2674937):
Displaying 4 items.
- Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
- Covariance estimation and algorithm implementation of hedge fund distributional-replicating approach (Q5195719) (← links)
- Sparse plus low-rank identification for dynamical latent-variable graphical AR models (Q6537356) (← links)
