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~person:"Oomen, Roel C. A."
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Oomen, Roel C. A.
Hautsch, Nikolaus
113
Hess, Dieter
16
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9
Kyj, Lada M.
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HAUTSCH, Nikolaus
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Ou, Yangguoyi
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A blocking and regularization approach to high‐dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of Applied Econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10011006423
Saved in:
2
A blocking and regularization approach to high-dimensional realized covariance estimation
hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-646
Persistent link: https://www.econbiz.de/10010026027
Saved in:
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