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Article: Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data.
Title | Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data. |
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Authors | |
Issue Date | 2021 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jeconom |
Citation | Journal of Econometrics, Forthcoming How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/305708 |
ISSN | 2023 Impact Factor: 9.9 2023 SCImago Journal Rankings: 9.161 |
DC Field | Value | Language |
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dc.contributor.author | Chen, X | - |
dc.contributor.author | Yang, D | - |
dc.contributor.author | Xu, Y | - |
dc.contributor.author | Xia, Y | - |
dc.contributor.author | Wang, D | - |
dc.contributor.author | Shen, H | - |
dc.date.accessioned | 2021-10-20T10:13:11Z | - |
dc.date.available | 2021-10-20T10:13:11Z | - |
dc.date.issued | 2021 | - |
dc.identifier.citation | Journal of Econometrics, Forthcoming | - |
dc.identifier.issn | 0304-4076 | - |
dc.identifier.uri | http://hdl.handle.net/10722/305708 | - |
dc.language | eng | - |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jeconom | - |
dc.relation.ispartof | Journal of Econometrics | - |
dc.title | Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data. | - |
dc.type | Article | - |
dc.identifier.email | Yang, D: dyanghku@hku.hk | - |
dc.identifier.email | Xu, Y: yanxuj@hku.hk | - |
dc.identifier.email | Shen, H: haipeng@hku.hk | - |
dc.identifier.authority | Yang, D=rp02487 | - |
dc.identifier.authority | Xu, Y=rp01799 | - |
dc.identifier.authority | Shen, H=rp02082 | - |
dc.identifier.hkuros | 328355 | - |
dc.identifier.volume | Forthcoming | - |
dc.publisher.place | Netherlands | - |