Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches
| Year of publication: |
2011
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|---|---|
| Authors: | Tao, Minjing ; Wang, Yazhen ; Yao, Qiwei ; Zou, Jian |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 106.2011, 495, p. 1025-1040
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| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009358695