# Single-Index-Based CoVaR With Very High-Dimensional Covariates

> Research article (Journal of Business and Economic Statistics, 2016) · cited 69× · AI/ML

**Wikidata**: [openalex:W2344467472](https://www.wikidata.org/wiki/openalex:W2344467472)  
**Source**: https://4ort.xyz/entity/single-index-based-covar-with-very-high-dimensional-covariates