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37篇 您的检索式：作者名="Ledoit"

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	题名	作者	年代	出处	被引量
1	A well-conditioned estimator forlarge-dimensional covariance matrices显示文摘	LEDOIT O WOLF M	2004	Journal of multivariateanalysis2004，88，2：	1
2	Eigenvectors of some large samplecovariance matrix ensembles 显示文摘	LEDOIT O Péché S	2011	Probability Theory andRelated Fields2011，151，12：	1
3	Crashes as critical points显示文摘	JOHANSEN A LEDOIT O SORNETTE D	2000	International Journal of Theoreti- cal and Applied Finance2000，3，：	1
4	A well-conditioned estimator for largedimensional covariance matrices 显示文摘	LEDOIT O WOLF M	2004	J Multivariate Anal2004，88，2：	1
5	Flexible multivariate CARCH modeling with an application to international stock markets 显示文摘	Ledoit O Santa-Clara P and Wolf M	2003	The Review of Economics and Statistics2003，85，：	1
6	Gain, loss and asset pricing显示文摘	Bernardo A E Ledoit O	2000	Journal of Political Economy2000，108，1：	1
7	Improved estimation of the covariance matrix of stock returns with an application to portfolio selection显示文摘	Ledoit O Wolf M	2003	Journal of Empirical Finance2003，10，5：	1
8	Honey, I shrunk the sample covari- ance matrix显示文摘	Ledoit O Wolf M	2004	Journal of Portfolio Management2004，30，4：	1
9	Improved estimation of the covariance matrix of stock returns with an application to portfolio selection显示文摘	Ledoit O Wolf M	2003	Journal of Empirical Finance2003，10，：	1
10	Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 显示文摘	Wolf M	2003	Journal of Empirical Finance2003，，10：	1
11	Crashes as critical points显示文摘	Johanse A Ledoit O Sornette D	2000	International Journal of Theoretical and Applied Finance2000，3，：	1
12	Improved estimation of the covariance matrix of stock returns with an application to portfolio selection显示文摘	Ledoit P Wolf M	2003	Journal of Empirical Finance2003，10，：	1
13	A well-conditioned estimator for large di- mensional covariance matrices显示文摘	O Ledoit M Wolf	2004	Journal of Multivariate Anal- ysis2004，88，：	1
14	Improved estimation of the covariance matrix of stock returns with an application to portfolio selection显示文摘	Ledoit O Wolf M		0，，05：	1
15	Improved estimation of the covariance matrix of stock returns with an application to portfolio selection显示文摘	Olivier Ledoit Michael Wolf	2003	Journal of Empirical Finance2003，，5：	1
16	Flexible Multivariate GARCH Modeling With an Application to International Stock Markets显示文摘	Ledoit Santa-Clara Wolf	2003	The Review of Economics and Statistics2003，，3：	1
17	Gain, Loss and Asset Pricing显示文摘	Bernardo A E Ledoit O	2000	Journal of Political Economy2000，108，1：	1
18	Improved estimation of the covariance matrix of stock returns with an application to portfolio selection显示文摘	Ledoit O Wolf M	2003	Journal of Empirical Finance2003，10，5：	1
19	Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size 显示文摘	Ledoit O Wolf M	2002	The Annals of Statistics2002，30，4：	1
20	Improved estimation of the covariance matrix of stock returns with an application to portfolio selection显示文摘	Ledoit O Wolf M	2003	Journal of Empirical Finance2003，10，5：	1

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