Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection
| Year of publication: |
2012
|
|---|---|
| Authors: | Fan, Jianqing ; Li, Yingying ; Yu, Ke |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 107.2012, 497 (1.3.), p. 412-429
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