Diego S. de Brito

Publication Activity (10 Years)

Years Active: 2023-2023
Publications (10 Years): 1

Top Topics

Maximum Likelihood

Gaussian Mixture Model

Covariance Matrices

Top Venues

Publications

Rafael Alves, Diego S. de Brito, Marcelo C. Medeiros, Ruy M. Ribeiro
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage. CoRR (2023)