"On the empirical performance of different covariance-matrix forecasting ..."

Rafael Torres, Marcelo J. Villena (2024)

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DOI: 10.1007/S00521-024-09574-5

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type: Journal Article

metadata version: 2024-08-28

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Rafael Torres, Marcelo J. Villena:
On the empirical performance of different covariance-matrix forecasting methods. Neural Comput. Appl. 36(16): 9503-9524 (2024)

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