Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Design-free estimation of integrated covariance matrices for high-frequency data |
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Design-free estimation of integrated covariance matrices for high-frequency data (English)
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1 March 2022
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high-dimension
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high-frequency
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integrated covariance matrix
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microstructure noise
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random matrix theory
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