A blocking and regularization approach to high‐dimensional realized covariance estimation
| Year of publication: |
2012
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|---|---|
| Authors: | Hautsch, Nikolaus ; Kyj, Lada M. ; Oomen, Roel C. A. |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 27.2012, 4, p. 625-645
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| Publisher: |
John Wiley & Sons, Ltd. |
| Type of publication: | Article |
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| Research data: | |
| Source: |
Persistent link: https://www.econbiz.de/10011006423