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Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Dzuverovic, Emilija, Barigozzi, Matteo
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Econometrics
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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