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~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~language:"eng"
~person:"Ledoit, Olivier"
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Correlation
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ARCH model
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Ledoit, Olivier
Hirshleifer, David
22
Stulz, René M.
21
Karolyi, G. Andrew
18
Lourenço, Helena
12
Arruñada, Benito
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Wolf, Michael
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Han, Bing
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Hou, Kewei
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Jeon, Doh-Shin
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Kho, Bong-Chan
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Universitat Pompeu Fabra / Departament d'Economia i Empresa
Department of Economics and Business, Universitat Pompeu Fabra
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
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2
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625987
Saved in:
3
Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
Saved in:
4
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
Saved in:
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