High-dimensional integrated volatility matrix estimation for high-frequency financial data (Q5063938)
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scientific article; zbMATH DE number 7494643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional integrated volatility matrix estimation for high-frequency financial data |
scientific article; zbMATH DE number 7494643 |
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High-dimensional integrated volatility matrix estimation for high-frequency financial data (English)
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21 March 2022
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high-frequency data
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high-dimensional volatility matrix
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asynchronous
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market microstructure
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