Robust covariance estimation with noisy high-frequency financial data
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Publication:5051327
DOI10.1080/10485252.2022.2075549OpenAlexW4281381375MaRDI QIDQ5051327
Publication date: 23 November 2022
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2022.2075549
Uses Software
Cites Work
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