Pages that link to "Item:Q896584"
From MaRDI portal
The following pages link to A state space model approach to integrated covariance matrix estimation with high frequency data (Q896584):
Displaying 5 items.
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data (Q2425171) (← links)
- A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774) (← links)
- Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations (Q2657980) (← links)
- Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← links)
