Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in financial data
Year of publication: |
1989
|
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Authors: | Froot, Kenneth |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 24.1989, 3, p. 333-355
|
Subject: | Schätztheorie | Estimation theory | Betriebliche Finanzwirtschaft | Managerial finance | Theorie | Theory |
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