The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model
Research output: Contribution to journal › Journal article › peer-review
Original language | English |
---|---|
Journal | Bernoulli |
Volume | 24 |
Issue number | 2 |
Pages (from-to) | 1351-1393 |
ISSN | 1350-7265 |
DOIs | |
Publication status | Published - 2018 |
ID: 183613047