Yao, J., & Wu, J. (2026). Covariance Matrix Estimation in Time-Varying Factor Models. Studies in Nonlinear Dynamics & Econometrics, 30(3), 485. https://doi.org/10.1515/snde-2025-0042
Chicago Style (17th ed.) CitationYao, Jingming, and Jianhong Wu. "Covariance Matrix Estimation in Time-Varying Factor Models." Studies in Nonlinear Dynamics & Econometrics 30, no. 3 (2026): 485. https://doi.org/10.1515/snde-2025-0042.
MLA (9th ed.) CitationYao, Jingming, and Jianhong Wu. "Covariance Matrix Estimation in Time-Varying Factor Models." Studies in Nonlinear Dynamics & Econometrics, vol. 30, no. 3, 2026, p. 485, https://doi.org/10.1515/snde-2025-0042.
Warning: These citations may not always be 100% accurate.