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Craig Rolling
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Short Term
Correlation Matrix
Top Venues
J. Multivar. Anal.
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Publications
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Yongli Zhang
,
Craig Rolling
,
Yuhong Yang
Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach.
J. Multivar. Anal.
183 (2021)