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Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case

Bibliographic reference Hafner, Christian ; Linton, Oliver ; Tang, Haihan. Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case. CORE Discussion Paper ; 2016/44 (2016) 72 pages
Permanent URL http://hdl.handle.net/2078.1/179160