High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional minimum variance portfolio estimation based on high-frequency data |
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High-dimensional minimum variance portfolio estimation based on high-frequency data (English)
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11 February 2020
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minimum variance portfolio
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high dimension
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high frequency
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CLIME estimator
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precision matrix
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