Pages that link to "Item:Q1750098"
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The following pages link to Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098):
Displaying 16 items.
- Asymptotic theory for large volatility matrix estimation based on high-frequency financial data (Q326850) (← links)
- An integrated framework for visualizing and forecasting realized covariance matrices (Q825351) (← links)
- On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach (Q825354) (← links)
- Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445) (← links)
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
- Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
- A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
- Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches (Q3111195) (← links)
- Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
- Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection (Q4916473) (← links)
- (Q5011497) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Overnight GARCH-Itô Volatility Models (Q6190733) (← links)
- A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (Q6620901) (← links)
