Pages that link to "Item:Q1706445"
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The following pages link to Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445):
Displayed 9 items.
- Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems (Q830705) (← links)
- Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- A rank test for the number of factors with high-frequency data (Q2000871) (← links)
- Robust covariance estimation with noisy high-frequency financial data (Q5051327) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- Efficient and positive semidefinite pre-averaging realized covariance estimator (Q5155195) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Large volatility matrix analysis using global and national factor models (Q6108334) (← links)