High-dimensional index volatility models via Stein's identity (Q2040038): Difference between revisions
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Revision as of 06:33, 29 February 2024
scientific article
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| English | 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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