Cite
HARVARD Citation
Guo, S. et al. (2017). A Dynamic Structure for High-Dimensional Covariance Matrices and Its Application in Portfolio Allocation. Journal of the American Statistical Association. 112 (517), pp. 235-253. [Online].
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Guo, S. et al. (2017). A Dynamic Structure for High-Dimensional Covariance Matrices and Its Application in Portfolio Allocation. Journal of the American Statistical Association. 112 (517), pp. 235-253. [Online].