基于高频数据的大维金融协方差阵的估计与应用
Release time:2024-12-18
Hits:
- Journal:
- 统计与决策
- First Author:
- 刘丽萍
- Translation or Not:
- no
- Date of Publication:
- 2018-08-18
- Pre One:高维厚尾金融数据协方差阵的统计估计及应用
- Next One:高维投资组合风险的估计
Personal Homepage
Professor
Supervisor of Master's Candidates
Visit:
Open time:..
The Last Update Time:..