Computationally efficient inference procedures for vast dimensional realized covariance models
| Authors: | BAUWENS, Luc ; STORTI, Giuseppe |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : M. Grigoletto et al. (eds.), Complex Models and Computational Methods in Statistics, 37-49, 2013 Number -2469 |
| Other identifiers: | 10.1007/978-88-470-2871-5_4 [DOI] |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010927312