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Browsing by Author Caffo, B

Showing results 1 to 2 of 2
Publication DateArticle TitleAuthor(s)
2015Robust estimation of transition matrices in high dimensional heavy-tailed vector autoregressive processesQiu, H; Xu, S; Han, F; Liu, H; Caffo, B
2015Robust portfolio optimizationQiu, H; Han, F; Liu, H; Caffo, B