High-Frequency Covariance Matrix Estimation Using Price Durations
Year of publication: |
2018
|
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Authors: | Zhao, Xiaolu |
Other Persons: | Nolte, Ingmar (contributor) ; Taylor, Stephen J. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Korrelation | Correlation |
Extent: | 1 Online-Ressource (57 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 14, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3162514 [DOI] |
Classification: | C41 - Duration Analysis ; C14 - Semiparametric and Nonparametric Methods ; C13 - Estimation ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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