- Title
- Covariance estimation: do new methods outperform old ones?
- Creators
- Lan LiuHao Lin
- Academic Unit
- Finance and Insurance and RE
- Publication Details
- 04/2010
- Identifiers
- 99257847467001671; https://hdl.handle.net/20.500.12741/rep:4678; https://doi.org/10.1007/s12197-009-9104-4
- Language
- English
Journal article
Covariance estimation: do new methods outperform old ones?
Journal of economics and finance, Vol.34(2), pp.187-195
04/2010
Handle:
https://hdl.handle.net/20.500.12741/rep:4678
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