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A novel robust method for estimating the covariance matrix of financial returns with applications to risk management

Crossref DOI link: https://doi.org/10.1186/s40854-024-00642-2

Published Online: 2024-08-02

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

Authors

Leccadito, Arturo https://orcid.org/0000-0002-9101-4242
Staino, Alessandro https://orcid.org/0000-0002-0930-1083
Toscano, Pietro
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Text and Data Mining valid from 2024-08-02

Version of Record valid from 2024-08-02
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Article History

Received: 7 November 2022

Accepted: 15 February 2024

First Online: 2 August 2024

Declarations

:

: The author declare that they have no competing interests.