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~isPartOf:"Journal of econometrics"
~person:"Fan, Jianqing"
~subject:"Portfolio selection"
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Fan, Jianqing
Bollerslev, Tim
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Journal of econometrics
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High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
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