Buscas alternativas:
realized covariance » realized variance (Expandir a busca), realized semicovariances (Expandir a busca)
realized covariance » realized variance (Expandir a busca), realized semicovariances (Expandir a busca)
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Assuntos:
“...[en] REALIZED COVARIANCE...”
[en] FORECASTING LARGE REALIZED COVARIANCE MATRICES: THE BENEFITS OF FACTOR MODELS AND SHRINKAGE
Tese