Pages that link to "Item:Q6166018"
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The following pages link to High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018):
Displaying 3 items.
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Inference on the maximal rank of time-varying covariance matrices using high-frequency data (Q6117051) (← links)
- Probabilistic models and statistics for electronic financial markets in the digital age (Q6618240) (← links)