Numerical implementation of the QuEST function
Year of publication: |
2017
|
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Authors: | Ledoit, Olivier ; Wolf, Michael |
Publisher: |
Zurich : University of Zurich, Department of Economics |
Subject: | Large-dimensional asymptotics | numerical optimization | random matrix theory | spectrum estimation |
Series: | Working Paper ; 215 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.5167/uzh-120492 [DOI] 880304170 [GVK] hdl:10419/162418 [Handle] |
Classification: | C13 - Estimation ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C87 - Econometric Software |
Source: |
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Numerical implementation of the QuEST function
Ledoit, Olivier, (2016)
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Numerical implementation of the QuEST function
Ledoit, Olivier, (2017)
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