author = { Hafnery, Christian AND Linton, Oliver AND Tang, Haihan },

title = { Estimation of a multiplicative correlation structure in the large dimensional case },

publisher = {University of Cambridge, Faculty of Economics},

keywords = { Correlation matrix , Kronecker product , Matrix logarithm , Multiway , array data , Portfolio choice , Sparsity , Aufsatz in Zeitschrift },

year = {28 September 2018},

booktitle = {Cambridge working paper in economics ; 1878},

address = { Cambridge },

url = { http://slubdd.de/katalog?TN_libero_mab2 }