A blocking and regularization approach to high-dimensional realized covariance estimation
| Year of publication: |
2012
|
|---|---|
| Authors: | hautsch, Nikolaus ; Kyj, Lada M. ; Oomen, Roel C. A. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 27.2012, 4, p. 625-646
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