High-dimensional realized covariance estimation: a parametric approach
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Publication:5051983
DOI10.1080/14697688.2022.2111267OpenAlexW4293765021MaRDI QIDQ5051983
G. Mboussa Anga, Giuseppe Buccheri
Publication date: 18 November 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2022.2111267
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