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Robust estimation of time-dependent precision matrix with application to the cryptocurrency market

Published Online: 2022-05-05

Published Print: 2022-12

Authors

Stolfi, Paola https://orcid.org/0000-0003-3688-5464
Bernardi, Mauro

Vergni, Davide
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Text and Data Mining valid from 2022-05-05

Version of Record valid from 2022-05-05
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Article History

Received: 30 October 2020

Accepted: 31 March 2022

First Online: 5 May 2022

Declarations

:

: The authors declare no competing interests.

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