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vendredi 14 juin 2019

Spatial modelling and volatility matrix estimation in high dimension statistics with financial applications

Qian, Cheng (2018) Spatial modelling and volatility matrix estimation in high dimension statistics with financial applications. PhD thesis, The London School of Economics and Political Science (LSE).

from LSE Theses Online: No conditions. Results ordered -Date Deposited. http://bit.ly/2F9XxOQ

Ditulis Oleh : Unknown // 02:23
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