"Large Dynamic Covariance Matrix Estimation with an Application to ..."

Siyang Peng, Shaojun Guo, Yonghong Long (2022)

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DOI: 10.1007/S11424-021-0168-3

access: closed

type: Journal Article

metadata version: 2022-08-15

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  - https://dblp.org/rec/journals/jossac/PengGL22
Siyang Peng, Shaojun Guo, Yonghong Long:
Large Dynamic Covariance Matrix Estimation with an Application to Portfolio Allocation: A Semiparametric Reproducing Kernel Hilbert Space Approach. J. Syst. Sci. Complex. 35(4): 1429-1457 (2022)

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