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Latest revision as of 21:14, 30 July 2024

scientific article; zbMATH DE number 7620645
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English
High-dimensional realized covariance estimation: a parametric approach
scientific article; zbMATH DE number 7620645

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    High-dimensional realized covariance estimation: a parametric approach (English)
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    18 November 2022
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    realized covariance
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    risk management
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    high-dimensions
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    epps effect
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