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~isPartOf:"LSE Research Online Documents on Economics"
~isPartOf:"Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund"
~person:"Zou, Jian"
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dimension reduction
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eigenanalysis
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factor model
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matrix process
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realized volatilities
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vector autoregressive model
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Zou, Jian
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Large volatility matrix inference via combining low-frequency and high-frequency approaches
Tao, Minjing
;
Wang, Yahzen
;
Yao, Qiwei
;
Zou, Jian
-
London School of Economics (LSE)
-
2011
not recorded at the same time points, conventional
dimension-reduction
techniques are not directly applicable. To overcome …
Persistent link: https://www.econbiz.de/10011126465
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