List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fast convergence rates in estimating large volatility matrices using high-frequency financial data Econometric Theory | 2014-03-25 | Paper |
| Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors The Annals of Statistics | 2013-12-11 | Paper |
| Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors The Annals of Statistics | 2013-12-11 | Paper |
| Large volatility matrix inference via combining low-frequency and high-frequency approaches Journal of the American Statistical Association | 2012-01-18 | Paper |
Research outcomes over time
This page was built for person: Minjing Tao
