Vast volatility matrix estimation for high-frequency financial data

Published 2010 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Vast volatility matrix estimation for high-frequency financial data
Authors
Keywords
-
Journal
ANNALS OF STATISTICS
Volume 38, Issue 2, Pages 943-978
Publisher
Institute of Mathematical Statistics
Online
2010-02-19
DOI
10.1214/09-aos730

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Publish scientific posters with Peeref

Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.

Learn More
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.