Nonparametric estimation of large spot volatility matrices for high-frequency financial data (Q7230475)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 8188021
Language Label Description Also known as
default for all languages
No label defined
    English
    Nonparametric estimation of large spot volatility matrices for high-frequency financial data
    scientific article; zbMATH DE number 8188021

      Statements

      Nonparametric estimation of large spot volatility matrices for high-frequency financial data (English)
      0 references
      0 references
      0 references
      0 references
      0 references
      20 April 2026
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers