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Article: Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data.

TitleTesting and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data.
Authors
Chen, XYang, DXu, YXia, YWang, DShen, H
Issue Date2021
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jeconom
Citation
Journal of Econometrics, Forthcoming How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/305708
ISSN
0304-4076
2023 Impact Factor: 9.9
2023 SCImago Journal Rankings: 9.161

 

DC FieldValueLanguage
dc.contributor.authorChen, X-
dc.contributor.authorYang, D-
dc.contributor.authorXu, Y-
dc.contributor.authorXia, Y-
dc.contributor.authorWang, D-
dc.contributor.authorShen, H-
dc.date.accessioned2021-10-20T10:13:11Z-
dc.date.available2021-10-20T10:13:11Z-
dc.date.issued2021-
dc.identifier.citationJournal of Econometrics, Forthcoming-
dc.identifier.issn0304-4076-
dc.identifier.urihttp://hdl.handle.net/10722/305708-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jeconom-
dc.relation.ispartofJournal of Econometrics-
dc.titleTesting and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data.-
dc.typeArticle-
dc.identifier.emailYang, D: dyanghku@hku.hk-
dc.identifier.emailXu, Y: yanxuj@hku.hk-
dc.identifier.emailShen, H: haipeng@hku.hk-
dc.identifier.authorityYang, D=rp02487-
dc.identifier.authorityXu, Y=rp01799-
dc.identifier.authorityShen, H=rp02082-
dc.identifier.hkuros328355-
dc.identifier.volumeForthcoming-
dc.publisher.placeNetherlands-

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