| Residential College | false |
| Status | 已發表Published |
| High Dimensional Covariance Matrices under Dynamic Volatility Models: Asymptotics and Shrinkage Estimation | |
Ding Y(丁一)
| |
| 2023-06 | |
| Size of Audience | 120 |
| Type of Speaker | Contributed |
| Conference Date | 2023-06 |
| Conference Place | 14th annual meeting of the Society for Financial Econometrics (SoFiE 2023), Seoul |
| Language | 英語English |
| Document Type | Presentation |
| Collection | DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
| Affiliation | University of Macau |
| First Author Affilication | University of Macau |
| Recommended Citation GB/T 7714 | Ding Y. High Dimensional Covariance Matrices under Dynamic Volatility Models: Asymptotics and Shrinkage Estimation, 2023-06. |
| Files in This Item: | There are no files associated with this item. | |||||
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