Pages that link to "Item:Q2323370"
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The following pages link to High-dimensional multivariate realized volatility estimation (Q2323370):
Displaying 5 items.
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
- High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)
- High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
