"On the empirical performance of different covariance-matrix forecasting ..."

Rafael Torres, Marcelo J. Villena (2024)

Details and statistics

DOI: 10.1007/S00521-024-09574-5

access: closed

type: Journal Article

metadata version: 2024-06-18

a service of  Schloss Dagstuhl - Leibniz Center for Informatics