Estimation and application study on the financial covariance matrix of large dimensional data

LIU Liping

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (3) : 597-606.

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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (3) : 597-606. DOI: 10.12011/1000-6788(2017)03-0597-10

Estimation and application study on the financial covariance matrix of large dimensional data

  • LIU Liping
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(3): 597-606 https://doi.org/10.12011/1000-6788(2017)03-0597-10

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