High-dimensional index volatility models via Stein's identity (Q2040038): Difference between revisions

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Latest revision as of 10:34, 30 July 2024

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High-dimensional index volatility models via Stein's identity
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    High-dimensional index volatility models via Stein's identity (English)
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    9 July 2021
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    high-dimensional estimation
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    index volatility model
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    Stein's identity
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