FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA
| Year of publication: |
2013
|
|---|---|
| Authors: | Tao, Minjing ; Wang, Yazhen ; Chen, Xiaohong |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2013, 4 (16.1.), p. 838-856
|