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Large Dynamic Covariance Matrices - MaRDI portal

Large Dynamic Covariance Matrices (Q154351)

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scientific article (working paper)
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English
Large Dynamic Covariance Matrices
scientific article (working paper)

    Statements

    DOI
    10.2139/ssrn.2814555
    0 references
    publication date
    2016
    0 references
    author
    Robert F. Engle
    0 references
    Michael Wolf
    0 references
     
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