The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model

Research output: Contribution to journalJournal articlepeer-review

Original languageEnglish
JournalBernoulli
Volume24
Issue number2
Pages (from-to)1351-1393
ISSN1350-7265
DOIs
Publication statusPublished - 2018

ID: 183613047