中国科学院数学与系统科学研究院期刊网
JSSC
Large Dynamic Covariance Matrix Estimation with an Application to Portfolio Allocation: A Semiparametric Reproducing Kernel Hilbert Space Approach
PENG Siyang, GUO Shaojun, LONG Yonghong
Large Dynamic Covariance Matrix Estimation with an Application to Portfolio Allocation: A Semiparametric Reproducing Kernel Hilbert Space Approach
PENG Siyang, GUO Shaojun, LONG Yonghong
系统科学与复杂性 . 2022, (4): 1429 -1457 .  DOI: 10.1007/s11424-021-0168-3