ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS
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Publication:5024496
DOI10.1017/S0266466620000535zbMath1493.62600OpenAlexW2944730645MaRDI QIDQ5024496
Liudas Giraitis, Yiannis Dendramis, George Kapetanios
Publication date: 26 January 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466620000535
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