Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches
Year of publication: |
2011
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Authors: | Tao, Minjing ; Wang, Yazhen ; Yao, Qiwei ; Zou, Jian |
Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 106.2011, 495, p. 1025-1041
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