Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273): Difference between revisions

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-.1016/j.jeconom.2018.12.019
@@ Property / DOI: 10.1016/j.jeconom.2018.12.019 / rank @@
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-Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
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+Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
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@@ Property / Wikidata QID @@
+Q114666102
@@ Property / Wikidata QID: Q114666102 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2018.12.019
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@@ Property / OpenAlex ID @@
+W2776631285
@@ Property / OpenAlex ID: W2776631285 / rank @@
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@@ Property / cites work @@
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+.1016/J.JECONOM.2018.12.019
@@ Property / DOI: 10.1016/J.JECONOM.2018.12.019 / rank @@
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