A Nodewise Regression Approach to Estimating Large Portfolios

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Publication:6617775

DOI10.1080/07350015.2019.1683018zbMATH Open1547.62646MaRDI QIDQ6617775

A. Özlem Önder, Esra Ulasan, Laurent Callot, Mehmet Caner

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)






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