print.CovCv

other arguments ignored (for compatibility with generic)

internal

Estimation and regularization for covariance matrix of asset returns. For covariance matrix estimation, 
    three major types of factor models are included: macroeconomic factor model, fundamental factor model and statistical 
    factor model. For covariance matrix regularization, four regularized estimators are included: banding, tapering, 
    hard-thresholding and soft-thresholding. The tuning parameters of these regularized estimators are selected via 
    cross-validation.

print.CovCv: print CovCv object

Description

Usage

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