Ke, Yuan, Lian, Heng and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2020) High Dimensional Dynamic Covariance Matrices with Homogeneous Structure. Journal of Business and Economic Statistics. pp. 1-16. ISSN 0735-0015
Metadata
Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2020 American Statistical Association. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details. |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Sciences (York) > Mathematics (York) |
Depositing User: | Pure (York) |
Date Deposited: | 04 Jun 2020 15:40 |
Last Modified: | 04 Feb 2024 01:07 |
Published Version: | https://doi.org/10.1080/07350015.2020.1779079 |
Status: | Published online |
Refereed: | Yes |
Identification Number: | https://doi.org/10.1080/07350015.2020.1779079 |