High-dimensional Realized Covariance Estimation : a Parametric Approach
Year of publication: |
2020
|
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Authors: | Buccheri, Giuseppe |
Other Persons: | Mboussa Anga, Gael (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Korrelation | Correlation | Schätzung | Estimation | Varianzanalyse | Analysis of variance |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 12, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3541883 [DOI] |
Classification: | c58 ; D53 - Financial Markets ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: | ECONIS - Online Catalogue of the ZBW |
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