High-dimensional realized covariance estimation: a parametric approach (Q5051983): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:34, 8 February 2024
scientific article; zbMATH DE number 7620645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional realized covariance estimation: a parametric approach |
scientific article; zbMATH DE number 7620645 |
Statements
High-dimensional realized covariance estimation: a parametric approach (English)
0 references
18 November 2022
0 references
realized covariance
0 references
risk management
0 references
high-dimensions
0 references
epps effect
0 references
