Saejoon Kim, Soong Kim. Regression-Based Estimation of Covariance Matrix of Stock Returns. In Antonio J. Tallón-Ballesteros, Kaicheng Li, editors, Fuzzy Systems and Data Mining IV - Proceedings of FSDM 2018, Bangkok, Thailand, 16-19 November 2018. Volume 309 of Frontiers in Artificial Intelligence and Applications, pages 182-188, IOS Press, 2018. [doi]
@inproceedings{KimK18-35,
title = {Regression-Based Estimation of Covariance Matrix of Stock Returns},
author = {Saejoon Kim and Soong Kim},
year = {2018},
doi = {10.3233/978-1-61499-927-0-182},
url = {https://doi.org/10.3233/978-1-61499-927-0-182},
researchr = {https://researchr.org/publication/KimK18-35},
cites = {0},
citedby = {0},
pages = {182-188},
booktitle = {Fuzzy Systems and Data Mining IV - Proceedings of FSDM 2018, Bangkok, Thailand, 16-19 November 2018},
editor = {Antonio J. Tallón-Ballesteros and Kaicheng Li},
volume = {309},
series = {Frontiers in Artificial Intelligence and Applications},
publisher = {IOS Press},
isbn = {978-1-61499-927-0},
}