Lucija Zignic

According to our database¹, Lucija Zignic authored at least 2 papers between 2022 and 2024.

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2024

Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series.

[BibT_eX]

[DOI]

J. Comput. Sci., 2024

2022

Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models.

[BibT_eX]

[DOI]

Proceedings of the 30th International Conference on Software, 2022