Large volatility matrix inference via combining

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收藏 2016-02-10

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【作者(必填)】[size=10.434782981872559px]Minjing Tao[size=10.434782981872559px], [size=10.434782981872559px]Yazhen Wang[size=10.434782981872559px], [size=10.434782981872559px]Qiwei Yao[size=10.434782981872559px], [size=10.434782981872559px]Jian Zou

【文题(必填)】Large volatility matrix inference via combininglow-frequency and high-frequency approaches

【年份(必填)】2011

【全文链接或数据库名称(选填)】http://amstat.tandfonline.com/doi/abs/10.1198/jasa.2011.tm10276