By Dr Rachida Ouysse

Conference Abstracts

Ouysse R, 2015, 'Shrinkage PCA for ecient estimation of large approximate factor models', in 9th International Conference on Computational and Financial Econometrics (CFE 2015), 2015 - CFE and CMStatistics networks, pp. 133 - 133, presented at 9th International Conference on Computational and Financial Econometrics (CFE 2015), http://www.cfenetwork.org/CFE2015/docs/BoA%20CFE-CMStatistics%202015.pdf?20170207164601

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