Robust dependence modeling for high-dimensional covariance matrices with financial applications
2018 ◽
Vol 12
(2)
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pp. 1228-1249
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Keyword(s):
2016 ◽
Vol 103
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pp. 284-303
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2014 ◽
Vol 131
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pp. 149-162
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2017 ◽
Vol 112
(517)
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pp. 188-200
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