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ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS

dc.contributor.authorDendramis, Yen_US
dc.contributor.authorGiraitis, Len_US
dc.contributor.authorKapetanios, Gen_US
dc.date.accessioned2022-01-14T16:19:39Z
dc.date.issued2021en_US
dc.identifier.issn0266-4666en_US
dc.identifier.otherPII S0266466620000535
dc.identifier.otherPII S0266466620000535
dc.identifier.otherPII S0266466620000535en_US
dc.identifier.otherPII S0266466620000535en_US
dc.identifier.otherPII S0266466620000535en_US
dc.identifier.urihttps://qmro.qmul.ac.uk/xmlui/handle/123456789/76140
dc.format.extent1100 - 1134en_US
dc.relation.ispartofECONOMETRIC THEORYen_US
dc.titleESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETSen_US
dc.typeArticle
dc.identifier.doi10.1017/S0266466620000535en_US
pubs.author-urlhttps://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000727549000004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6aen_US
pubs.issue6en_US
pubs.notesNot knownen_US
pubs.publication-statusPublisheden_US
pubs.volume37en_US


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