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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"Diffusion"
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Journal of econometrics
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Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
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