1. A Dynamic Structure for High-Dimensional Covariance Matrices and Its Application in Portfolio Allocation. Issue 517 (2nd January 2017) Authors: Guo, Shaojun; Box, John Leigh; Zhang, Wenyang Journal: Journal of the American Statistical Association Issue: Volume 112:Issue 517(2017) Page Start: 235 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗