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A semi-parametric factor-GARCH model for high dimensional covariance matrix estimation

Crossref DOI link: https://doi.org/10.1007/s42952-025-00324-4

Published Online: 2025-05-26

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Ruan, Yuwen https://orcid.org/0009-0007-2510-4905
Zhang, Xingfa

Liu, Yujiao
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Text and Data Mining valid from 2025-05-26

Version of Record valid from 2025-05-26
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Article History

Received: 2 January 2025

Accepted: 24 April 2025

First Online: 26 May 2025

Declarations

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: No potential conflict of interest was reported by the authors.