Publication: Tyler's M-Estimator in High-Dimensional Financial-Data Analysis
| cris.customurl | 10475 | |
| cris.virtual.department | Angewandte Stochastik und Risikomanagement | |
| cris.virtual.department | #PLACEHOLDER_PARENT_METADATA_VALUE# | |
| cris.virtual.departmentbrowse | Angewandte Stochastik und Risikomanagement | |
| cris.virtual.departmentbrowse | Angewandte Stochastik und Risikomanagement | |
| cris.virtual.departmentbrowse | Angewandte Stochastik und Risikomanagement | |
| cris.virtualsource.department | a9d49f91-9465-4fcd-b19d-7b230d9cf851 | |
| cris.virtualsource.department | #PLACEHOLDER_PARENT_METADATA_VALUE# | |
| dc.contributor.author | Frahm, Gabriel | |
| dc.contributor.author | Jaekel, Uwe | |
| dc.date.issued | 2015 | |
| dc.description.version | NA | |
| dc.identifier.uri | https://openhsu.ub.hsu-hh.de/handle/10.24405/10475 | |
| dc.identifier.url | https://www.hsu-hh.de/stochastik/wp-content/uploads/sites/772/2017/10/AP-2015-01.pdf | |
| dc.language.iso | en | |
| dc.publisher | Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Chair for Applied Stochastics and Risk Management | |
| dc.relation.journal | Working Paper / Helmut-Schmidt-Universität, Chair for Applied Stochastics and Risk Management | |
| dc.relation.orgunit | Angewandte Stochastik und Risikomanagement | |
| dc.rights.accessRights | metadata only access | |
| dc.title | Tyler's M-Estimator in High-Dimensional Financial-Data Analysis | |
| dc.type | Working paper | |
| dcterms.bibliographicCitation.originalpublisherplace | Hamburg | |
| dspace.entity.type | Publication | |
| hsu.uniBibliography | ✅ |