Covariance estimation: do new methods outperform old ones?

Lan Liu () and Hao Lin

Journal of Economics and Finance, 2010, vol. 34, issue 2, 187-195

Keywords: Covariance Estimation; Model Evaluation; Portfolio Management; G11; C13; C51; C52 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s12197-009-9104-4

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