Ledoit, Olivier
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The person Ledoit, Olivier represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute Library.
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Ledoit, Olivier
Resource Information
The person Ledoit, Olivier represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute Library.
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- Ledoit, Olivier
6 Items by the Person Ledoit, Olivier
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- A well-conditioned estimator for large dimensional matrices
- Flexible multivariate GARCH modeling with an application to international stock markets
- Honey, i shrunk the sample covariance matrix
- Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
- Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/Ha7_sufzo4s/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/Ha7_sufzo4s/">Ledoit, Olivier</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="https://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/Ha7_sufzo4s/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/Ha7_sufzo4s/">Ledoit, Olivier</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="https://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
