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1611.00798
Cited By
Cross-validation based Nonlinear Shrinkage
2 November 2016
Daniel Bartz
Re-assign community
ArXiv (abs)
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Papers citing
"Cross-validation based Nonlinear Shrinkage"
1 / 1 papers shown
Title
Estimation of Large Financial Covariances: A Cross-Validation Approach
Vincent W. C. Tan
S. Zohren
109
6
0
10 Dec 2020
1
