基于大维金融数据的协方差阵的统计估计及应用研究
Release time:2024-12-18
Hits:
- Leading Scientist:
- 刘丽萍等
- Supported by:
- 国家社会科学基金项目
- Project level:
- 1.国家级
- Classification of Disciplines:
- Natural Science
- First-Level Discipline:
- Statistics
- Date of Project Approval:
- 2016-12-18
- Date of Project Completion:
- 2021-11-20
- Project Approval Number:
- 16CTJ013
- Subsidy Amount(yuan):
- 20.0
- Pre One:大数据背景下高维投资组合风险的估计
- Next One:高维金融资产组合风险的统计估计及预测研究


