2009•SSRN Electronic JournalOpen access

Do Conditional Covariance Estimates Generate Value?

Mindaugas Baltutis, Engelbert J. Dockner

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Key concepts: Covariance, Value (mathematics), Econometrics, Statistics, Conditional variance, Mathematics, Covariance intersection, Estimation of covariance matrices

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Do Conditional Covariance Estimates Generate Value? — Research Paper | ScholarLens