Large Dynamic Covariance Matrices
Crossref DOI link: https://doi.org/10.1080/07350015.2017.1345683
Published Online: 2017-12-22
Published Print: 2019-04-03
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Engle, Robert F.
Ledoit, Olivier
Wolf, Michael
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=ubes20
Publication History
Received: 2016-07-01
Revised: 2017-06-01
Published: 2017-12-22
