High Dimensional Dynamic Covariance Matrices with Homogeneous Structure

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

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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:
  • Accepted: 22 June 2020
  • Published (online): 28 July 2020
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

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