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Estimation of a multiplicative correlation structure in the large dimensional case

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Bibliographic reference Hafner, Christian ; Linton, Oliver ; Tang, Haihan. Estimation of a multiplicative correlation structure in the large dimensional case. In: Journal of Econometrics, Vol. 217, no.2, p. 431-470 (2020)
Permanent URL http://hdl.handle.net/2078.1/238812