Large covariance estimation using a factor model with
 common and group-specific factors

Research output: Journal Publication › Article

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@article{582f3819955c4b249d017039b67eb2b5,

title = "Large covariance estimation using a factor model with common and group-specific factors",

author = "Tingting Ying",

year = "2023",

month = dec,

doi = "10.1002/for.3006",

language = "English",

volume = "42",

pages = "217 -- 2248",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "John Wiley and Sons Ltd",

}