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High-dimensional estimation of quadratic variation based on penalized realized variance

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Christensen, Kim, Nielsen, Mikkel Slot, Podolskij, Mark
Formato:	Preprint
Publicado:	2021
Materias:	Econometrics Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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