Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Minjing Tao and Yazhen Wang; Xiaohong Chen
| Year of publication: |
2013
|
|---|---|
| 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: | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010210158