A Comparison of Estimation Techniques for the Covariance Matrix in a Fixed-Income Framework
Crossref DOI link: https://doi.org/10.1007/978-3-319-95285-7_6
Published Online: 2018-08-19
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Neffelli, Marco
Resta, Marina
License valid from 2018-01-01