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~isPartOf:"Econometric reviews"
~person:"Lee, Tae-hwy"
~subject:"ARCH-Modell"
~subject:"Schätzung"
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Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
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