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~person:"Müller, Christoph"
~person:"Oomen, Roel C. A."
~person:"Voigt, Stefan"
~source:"olc"
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Müller, Christoph
Oomen, Roel C. A.
Voigt, Stefan
Hautsch, Nikolaus
15
Hess, Dieter
3
Gerhard, Frank
2
Groß-Klußmann, Axel
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Hall, Anthony D.
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Huang, Ruihong
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Härdle, Wolfgang Karl
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Journal of applied econometrics
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OLC EcoSci
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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. 625-646
Persistent link: https://www.econbiz.de/10010026027
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2
Price adjustment to news with uncertain precision
Hautsch, Nikolaus
;
Hess, Dieter
;
Müller, Christoph
- In:
Journal of international money and finance
31
(
2012
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10009823568
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