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source:"econis"
~accessRights:"restricted"
~person:"Shephard, Neil G."
~subject:"Analysis of variance"
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Shephard, Neil G.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
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