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scientific article; zbMATH DE number 7071650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7071650 |
Statements
21 June 2019
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high-dimensional portfolios
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BEKK-NS model
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nonlinear shrinkage method
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QuEST function
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covariance matrix
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