Forecasting High-Dimensional Covariance Matrices Using High-Dimensional Principal Component Analysis

Shigemoto, H; Morimoto, T

Morimoto, T (通讯作者)，Kwansei Gakuin Univ, Sch Sci, 2-1 Gakuen, Sanda 6691337, Japan.

AXIOMS, 2022; 11 (12):

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