A large covariance matrix estimator under intermediate spikiness regimes
Published: 4 December 2019| Version 4 | DOI: 10.17632/nh97vfvhkt.4
Contributors:
Matteo Farnè,
Angela Montanari
Description
See the 'README.pdf' file.
Files
Institutions
Universita degli Studi di Bologna
Categories
Finance, Central Banking, Banks