Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
High-dimensional realized covariance estimation: a parametric approach - MaRDI portal

High-dimensional realized covariance estimation: a parametric approach (Q5051983)

From MaRDI portal
scientific article; zbMATH DE number 7620645
Language Label Description Also known as
English
High-dimensional realized covariance estimation: a parametric approach
scientific article; zbMATH DE number 7620645

    Statements

    title
    High-dimensional realized covariance estimation: a parametric approach (English)
    0 references
    author
    Giuseppe Buccheri
    0 references
    G. Mboussa Anga
    0 references
    publication date
    18 November 2022
    0 references
    zbMATH DE Number
    7620645
    0 references
    zbMATH Keywords
    realized covariance
    0 references
    risk management
    0 references
    high-dimensions
    0 references
    epps effect
    0 references
    OpenAlex ID
    W4293765021
    0 references
    cites work
    Q4139463
    0 references
    Q2891271
    0 references
    Q3999341
    0 references
    Q3538845
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5051983&oldid=37461043"
    Powered by MediaWiki