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The 38th RIGA FASHION WEEK starts today. The spring session of the fashion week will take place from April 8th to 11th under the motto "fashion is art" and will continue the theme of ethics and sustainable development. The program includes over 17 brands, among which there are debutants, renowned Latvian brands, and international labels.
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Fan, J., Fan, Y. and Lv, J. (2008) High dimensional covariance matrix estimation using a factor model. Journal of Econometrics, 147, 186-197. Manuscript. Fan, J., Wang, M. and Yao, Q. (2008) Modelling Multivariate Volatilities via Conditionally Uncorrelated Components. Journal of Royal Statistical Society B, 70, 679-702. Manuscript.
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