A PRACTITIONER'S GUIDE TO ROBUST COVARIANCE MATRIX ESTIMATION - Technical Working Paper 197
| Year of publication: |
1996
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|---|---|
| Authors: | Haan, Wouter J.den ; Levin, Andrew T. |
| Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 1996, 197
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