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Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Bu, Ruijun, Li, Degui, Linton, Oliver, Wang, Hanchao
Format:	Preprint
Publié:	2023
Sujets:	Econometrics Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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