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Large Dynamic Covariance Matrices - MaRDI portal

Large Dynamic Covariance Matrices (Q6634867)

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scientific article; zbMATH DE number 7940663
Language Label Description Also known as
English
Large Dynamic Covariance Matrices
scientific article; zbMATH DE number 7940663

    Statements

    title
    Large Dynamic Covariance Matrices (English)
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    author
    Robert F. Engle
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    Olivier Ledoit
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    Michael Wolf
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    publication date
    8 November 2024
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    Identifiers

    zbMATH DE Number
    7940663
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