Pages that link to "Item:Q2870256"
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The following pages link to High-dimensional volatility matrix estimation via wavelets and thresholding (Q2870256):
Displayed 6 items.
- Robust inference of risks of large portfolios (Q308377) (← links)
- Risks of large portfolios (Q494174) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)