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Applied Economics Letters Volume 28, 2021 - Issue 2
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Research Article

A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators

Jin YuanSchool of Economics and Finance, Xi’an Jiaotong University, Xi’an, Shaanxi, ChinaORCID Iconhttps://orcid.org/0000-0001-6509-988XView further author information
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Xianghui YuanSchool of Economics and Finance, Xi’an Jiaotong University, Xi’an, Shaanxi, ChinaCorrespondence[email protected]
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Pages 124-128 | Published online: 09 Mar 2020

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