Covariance estimation : do new methods outperform old ones?
Lan Liu; Hao Lin
| Year of publication: |
2010
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|---|---|
| Authors: | Liu, Lan ; Lin, Hao |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 34.2010, 2, p. 187-195
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| Subject: | Korrelation | Correlation | Schätzung | Estimation | Modellierung | Scientific modelling | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | USA | United States | 1988-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008660598