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~isPartOf:"Journal of empirical finance"
~person:"De Nard, Gianluca"
~subject:"ARCH model"
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De Nard, Gianluca
Conrad, Christian
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Journal of empirical finance
Working paper series / University of Zurich, Department of Economics
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Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
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