大数据背景下高维投资组合风险的估计
Release time:2024-12-18
Hits:
- Leading Scientist:
- 刘丽萍等
- Supported by:
- 贵州省科技厅项目
- Date of Project Approval:
- 2019-01-18
- Date of Project Completion:
- 2022-12-18
- Project Approval Number:
- 黔教合基础[2019]1050
- Pre One:考虑非同步交易影响金融高频协方差阵的估计及其应用
- Next One:基于大维金融数据的协方差阵的统计估计及应用研究


