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High-dimensional covariance matrix estimators on simulated portfolios with complex structures

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	García-Medina, Andrés
Format:	Preprint
Publié:	2024
Sujets:	Computational Finance Physics and Society
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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