High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure
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Publication:6620835
DOI10.1080/07350015.2020.1779079zbMATH Open1547.62792MaRDI QIDQ6620835
Wenyang Zhang, Yuan Ke, Heng Lian
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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