Bu, R., Li, D., Linton, O., & Wang, H. (2023). Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data.
Chicago Style (17th ed.) CitationBu, Ruijun, Degui Li, Oliver Linton, and Hanchao Wang. Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data. 2023.
MLA (9th ed.) CitationBu, Ruijun, et al. Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data. 2023.
Warning: These citations may not always be 100% accurate.