"Regression-Based Estimation of Covariance Matrix of Stock Returns."

Saejoon Kim, Soong Kim (2018)

Details and statistics

DOI: 10.3233/978-1-61499-927-0-182

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

a service of  Schloss Dagstuhl - Leibniz Center for Informatics