Credit Research Risk Management Asset Pricing Econometrics Foundation Schedule

High-dimensional Covariance Matrix Estimation

Sep 26, 2024 • Heqing Shi

Dr Zexun Chen: Zexun.Chen@ed.ac.uk

Shiqi Fang: S.Fang-6@sms.ed.ac.uk

Heqing Shi: Heqing.Shi@ed.ac.uk

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