High-dimensional dynamic covariance matrices with homogeneous structure
Yuan Ke, Heng Lian, and Wenyang Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Ke, Yuan ; Lian, Heng ; Zhang, Wenyang |
| Subject: | B-spline | High-dimensional dynamic covariance matrices | Homogeneous structure | Portfolio allocation | Single index models | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Lineare Algebra | Linear algebra |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1779079 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804090