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~isPartOf:"Journal of empirical finance"
~person:"Bali, Turan G."
~person:"Koopman, Siem Jan"
~person:"Wolf, Michael"
~subject:"Correlation"
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Bali, Turan G.
Koopman, Siem Jan
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Journal of empirical finance
Working paper series / University of Zurich, Department of Economics
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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
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Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 603-621
Persistent link: https://www.econbiz.de/10001806971
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