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accessRights:"free"
type_genre:"Article in journal"
~person:"Linton, Oliver"
~source:"econis"
~subject:"Correlation"
~subject:"Maximum likelihood estimation"
~type_genre:"Nachschlagewerk"
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Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
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2018
Persistent link: https://www.econbiz.de/10012671159
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2
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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