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Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"

10/16/2018

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by Christian M. Hafner, et al.

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Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"

Christian M. Hafner
1 publication
Oliver B. Linton
4 publications
Haihan Tang
5 publications

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