Pages that link to "Item:Q1740273"
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The following pages link to Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273):
Displaying 7 items.
- Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
- Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
- Block-diagonal precision matrix regularization for ultra-high dimensional data (Q6111505) (← links)
- High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)
- High-frequency volatility estimation and forecasting with a novel Bayesian LGI model (Q6635564) (← links)