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~accessRights:"restricted"
~person:"Fan, Jianqing"
~person:"Hong, Yongmiao"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
~type:"article"
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Fan, Jianqing
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Incorporating global industrial classification standard into portfolio allocation : a simple factor-based large covariance matrix : estimator with high-frequency data
Fan, Jianqing
;
Furger, Alex
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 489-503
Persistent link: https://www.econbiz.de/10011692389
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