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FinCovRegularization
FundamentalFactor.Cov
FundamentalFactor.Cov function
Covariance Matrix Estimation by Fundamental Factor Model
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FinCovRegularization package
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Maintainer: YaChen Yan
License: GPL-2
Last published: 2016-04-25
Useful links
http://github.com/yanyachen/FinCovRegularization/issues
http://github.com/yanyachen/FinCovRegularization