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~isPartOf:"Working paper / Institute for Empirical Research in Economics, University of Zürich"
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Eigenvectors of some large sample covariance matrices ensembles
Ledoit, Olivier
;
Péché, Sandrine
-
2009
Persistent link: https://www.econbiz.de/10003873768
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2
Central limit theorems when data are dependent : addressing the pedagogical gaps
Crack, Timothy Falcon
;
Ledoit, Olivier
-
2010
Persistent link: https://www.econbiz.de/10008695971
Saved in:
3
Nonlinear shrinkage estimation of large-dimensional covariance matrices
Ledoit, Olivier
;
Wolf, Michael
-
2010
Persistent link: https://www.econbiz.de/10008988598
Saved in:
4
Robust performance hypothesis testing with the variance
Ledoit, Olivier
;
Wolf, Michael
-
2010
Persistent link: https://www.econbiz.de/10008988601
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