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person:"Bai, Jushan"
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Estimating high dimensional covariance matrices and its applications
Bai, Jushan
;
Shi, Shuzhong
-
2011
Persistent link: https://www.econbiz.de/10009754263
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Estimating high dimensional covariance matrices and its applications
Bai, Jushan
;
Shi, Shuzhong
- In:
Annals of economics and finance
12
(
2011
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10009425025
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