Pages that link to "Item:Q1706445"

The following pages link to Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445):

Displayed 9 items.

• Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems (Q830705) ‎ (← links)
• Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) ‎ (← links)
• Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) ‎ (← links)
• A rank test for the number of factors with high-frequency data (Q2000871) ‎ (← links)
• Robust covariance estimation with noisy high-frequency financial data (Q5051327) ‎ (← links)
• Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) ‎ (← links)
• Efficient and positive semidefinite pre-averaging realized covariance estimator (Q5155195) ‎ (← links)
• Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) ‎ (← links)
• Large volatility matrix analysis using global and national factor models (Q6108334) ‎ (← links)