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~isPartOf:"International journal of business excellence"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~person:"Tang, Cheng Yong"
~subject:"high-frequency data analysis"
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high-frequency data analysis
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Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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