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On the empirical performance of different covariance-matrix forecasting methods.

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Bibliographic Details
Title: On the empirical performance of different covariance-matrix forecasting methods.
Authors: Torres, Rafael1, Villena, Marcelo2, marcelo.villena@usm.cl
Source: Neural Computing & Applications; Jun2024, Vol. 36 Issue 16, p9503-9524, 22p
Database: Applied Science & Technology Source
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Description
ISSN:09410643
DOI:10.1007/s00521-024-09574-5