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26-060/III - Joint Eigenvector and Eigenvalue Dynamics with an Application to Time-Varying Covariance Matrices

  • Authors
    Justus Holman, Vrije Universiteit Amsterdam ; Yicong Lin, Vrije Universiteit Amsterdam ; Andre Lucas, Vrije Universiteit Amsterdam ; Anne Opschoor, Vrije Universiteit Amsterdam
  • Publication date
    August 28, 2026
  • JEL
    C32, C53, C58
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