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ETF basket-adjusted covariance estimation - MaRDI portal

ETF basket-adjusted covariance estimation

From MaRDI portal
Publication:6108294

DOI10.1016/j.jeconom.2022.10.002MaRDI QIDQ6108294

Kirill Dragun, Leopoldo Catania, Steven Vanduffel, Orimar Sauri

Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)






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