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Search: subject:"Sparsity-induced weak factor model"
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Estimation of large covariance matrices with mixed factor structures
Dai, Runyu
;
Uematsu, Yoshimasa
;
Matsuda, Yasumasa
-
2022
Persistent link: https://www.econbiz.de/10013445725
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Estimation of large covariance matrices with mixed factor structures
Dai, Runyu
;
Uematsu, Yoshimasa
;
Matsuda, Yasumasa
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 62-83
Persistent link: https://www.econbiz.de/10014528099
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