High Dimensional Dynamic Covariance Matrices with Homogeneous Structure

Yuan Ke; Heng Lian; Wenyang Zhang

doi:10.1080/07350015.2020.1779079

High Dimensional Dynamic Covariance Matrices with Homogeneous Structure

Yuan Ke, Heng Lian, Wenyang Zhang

Mathematics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1-16
Number of pages	16
Journal	Journal of Business and Economic Statistics
Early online date	28 Jul 2020
DOIs	https://doi.org/10.1080/07350015.2020.1779079
Publication status	E-pub ahead of print - 28 Jul 2020

Bibliographical note

© 2020 American Statistical Association. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.

Access to Document

10.1080/07350015.2020.1779079

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© 2020 American Statistical Association. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.
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Cite this

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title = "High Dimensional Dynamic Covariance Matrices with Homogeneous Structure",

author = "Yuan Ke and Heng Lian and Wenyang Zhang",

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AU - Lian, Heng

AU - Zhang, Wenyang

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