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Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan, (2024)
Advances in estimating covariance matrices
Menchero, Jose, (2021)
Covariance estimation using random permutations
Padmakumari, Lakshmi, (2018)
Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast
Choi, Ji‐Eun, (2021)
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
Choi, Ji-Eun, (2018)
Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Shin, Dong-wan, (2000)