Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Year of publication: |
2013
|
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Authors: | Tao, Minjing ; Wang, Yazhen ; Chen, Xiaohong |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 4, p. 838-856
|
Subject: | Schätzung | Estimation | Volatilität | Volatility | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model |
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