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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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2018.12.019
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+W2776631285
@@ Property / OpenAlex ID: W2776631285 / rank @@
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@@ Property / DOI: 10.1016/J.JECONOM.2018.12.019 / rank @@
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