Showing results 2 to 3 of 3
< previous
Title | Author(s) | Issue Date | |
---|---|---|---|
On a spiked model for large volatility matrix estimation from noisy high-frequency data Journal:Computational Statistics & Data Analysis | 2018 | ||
2021 |
Title | Author(s) | Issue Date | |
---|---|---|---|
On a spiked model for large volatility matrix estimation from noisy high-frequency data Journal:Computational Statistics & Data Analysis | 2018 | ||
2021 |