Pages that link to "Item:Q5051327"
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The following pages link to Robust covariance estimation with noisy high-frequency financial data (Q5051327):
Displaying 3 items.
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations (Q2657980) (← links)
- A new method to estimate the noise in financial correlation matrices (Q4443882) (← links)