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  • Search: subject:"High-frequency and large dimensional data"
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Börsenkurs 1 Estimation 1 Estimation theory 1 Forecasting 1 Forecasting model 1 High-frequency and large dimensional data 1 Latent volatility factor 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Share price 1 Shrinkage 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cheng, Mingmian 1 Swanson, Norman R. 1 Yang, Xiye 1
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Journal of empirical finance 1
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Forecasting volatility using double shrinkage methods
Cheng, Mingmian; Swanson, Norman R.; Yang, Xiye - In: Journal of empirical finance 62 (2021), pp. 46-61
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