Spectral Domain Approaches to Covariance Estimation with Applications in Asset Pricing and Portfolio Management

Additional Metadata
Keywords	spectral domain; covariance; Fourier transform; wavelet transform; long-run; risk premium
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/59450
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Wervers, J. (2021, August 6). Spectral Domain Approaches to Covariance Estimation with Applications in Asset Pricing and Portfolio Management. Econometrie. Retrieved from http://hdl.handle.net/2105/59450

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