Pages that link to "Item:Q6090556"
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The following pages link to Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556):
Displaying 3 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)
- Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection (Q4916473) (← links)