| Original language | Undefined/Unknown |
|---|---|
| Place of Publication | Rotterdam |
| Publication status | Published - 2012 |
Research programs
- EUR ESE 31
- EUR ESE 33
Realized mixed-frequency factor models for vast dimensional covariance estimation
K (Karim) Bannouh, MPE Martens, RCA Oomen, Dick van Dijk
Research output: Working paper › Academic