A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (Q6620901)
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scientific article; zbMATH DE number 7928216
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| English | A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data |
scientific article; zbMATH DE number 7928216 |
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A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (English)
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17 October 2024
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