"Regression-Based Estimation of Covariance Matrix of Stock Returns."

Saejoon Kim, Soong Kim (2018)

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DOI: 10.3233/978-1-61499-927-0-182

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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Saejoon Kim, Soong Kim:
Regression-Based Estimation of Covariance Matrix of Stock Returns. FSDM 2018: 182-188

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