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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~person:"Ammann, Manuel"
~person:"Escanciano, Juan Carlos"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Analysis of variance"
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A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
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