DONG, Y., & TSE, Y. K. (2020). Forecasting large covariance matrix with high-frequency data: A factor approach for the correlation matrix. Institutional Knowledge at Singapore Management University.
Chicago Style CitationDONG, Yingjie, and Yiu Kuen TSE. Forecasting Large Covariance Matrix With High-frequency Data: A Factor Approach for the Correlation Matrix. Institutional Knowledge at Singapore Management University, 2020.
MLA引文DONG, Yingjie, and Yiu Kuen TSE. Forecasting Large Covariance Matrix With High-frequency Data: A Factor Approach for the Correlation Matrix. Institutional Knowledge at Singapore Management University, 2020.
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