García-Medina, A. (2024). High-dimensional covariance matrix estimators on simulated portfolios with complex structures.
Cita Chicago Style (17a ed.)García-Medina, Andrés. High-dimensional Covariance Matrix Estimators on Simulated Portfolios with Complex Structures. 2024.
Cita MLA (9a ed.)García-Medina, Andrés. High-dimensional Covariance Matrix Estimators on Simulated Portfolios with Complex Structures. 2024.
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