The following pages link to Minjing Tao (Q385764):
Displayed 3 items.
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches (Q3111195) (← links)
- FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA (Q5403112) (← links)