High-dimensional index volatility models via Stein's identity (Q2040038): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:27, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | High-dimensional index volatility models via Stein's identity |
scientific article |
Statements
High-dimensional index volatility models via Stein's identity (English)
0 references
9 July 2021
0 references
high-dimensional estimation
0 references
index volatility model
0 references
Stein's identity
0 references