Proximity-Structured Multivariate Volatility Models
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474938.2013.807102
Reference51 articles.
1. Abadir , K. M. Distaso , W. Zikes , F. ( 2011 ). Design-Free Estimation of Large Variance Matrices, available at http://ssrn.com/abstract=1907266, last accessed 19 August 2013 .
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