Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data
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| Description | |
| Author/s |
author: Kenneth A. Froot |
| Publication date | March 1990 |
| Language | English |
| Country of origin | |
| Wikipedia link | |
| Access work |
https://www.nber.org/system/files/working_papers/t0062/t0062.pdf |
| Copyright status | |
| Missing/wrong data? | Edit Wikidata item |