Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management

Mike K.P. SO, Thomas W.C. CHAN, Man Ying Amanda CHU

Research output: Contribution to journalArticlespeer-review

8 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management'. Together they form a unique fingerprint.

Business & Economics