Department of Economics and Business Economics

Dynamic Modelling of Large-Dimensional Covariance Matrices

Research output: Contribution to book/anthology/report/proceedingBook chapterResearch

  • Valeri Voev, Denmark
  • School of Economics and Management
Original languageEnglish
Title of host publicationHigh Frequency Financial Econometrics : Recent Developments
EditorsBauwens L., Pohlmeier W., Veredas D.
Place of publicationHeidelberg
PublisherPhysica-Verlag
Publication year2008
Pages293-312
ISBN (print)978-3-7908-1991-5
Publication statusPublished - 2008

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ID: 15284869