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2012.05757
Cited By
Estimation of Large Financial Covariances: A Cross-Validation Approach
10 December 2020
Vincent W. C. Tan
S. Zohren
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ArXiv
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Papers citing
"Estimation of Large Financial Covariances: A Cross-Validation Approach"
1 / 1 papers shown
Title
Cleaning large correlation matrices: tools from random matrix theory
J. Bun
J. Bouchaud
M. Potters
32
262
0
25 Oct 2016
1
