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Journal Article
Muennix, M. C., Schaefer, R. and Grothe, O. (2014). Estimating correlation and covariance matrices by weighting of market similarity. Quant. Financ., 14 (5). S. 931 - 940. ABINGDON: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD. ISSN 1469-7696