Fast convergence rates in estimating large volatility matrices using high-frequency financial data (Q5403112)
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scientific article; zbMATH DE number 6273842
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| English | Fast convergence rates in estimating large volatility matrices using high-frequency financial data |
scientific article; zbMATH DE number 6273842 |
Statements
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA (English)
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25 March 2014
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0.8899518847465515
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0.8845224976539612
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0.8711531162261963
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0.8441096544265747
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