Minjing Tao

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Person:385764

Available identifiers

zbMath Open tao.minjingMaRDI QIDQ385764

List of research outcomes





PublicationDate of PublicationType
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA2014-03-25Paper
Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors2013-12-11Paper
Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches2012-01-18Paper

Research outcomes over time

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