"High-Dimensional Conditional Covariance Matrices Estimation Using a ..."

Xiaoling Li, Xingfa Zhang, Yuan Li (2022)

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DOI: 10.3390/SYM14010158

access: open

type: Journal Article

metadata version: 2022-02-24

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  - journals/symmetry/LiZL22
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  - https://dblp.org/rec/journals/symmetry/LiZL22
Xiaoling Li, Xingfa Zhang, Yuan Li:
High-Dimensional Conditional Covariance Matrices Estimation Using a Factor-GARCH Model. Symmetry 14(1): 158 (2022)

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