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High-dimensional multivariate realizedvolatility estimation
Bollerslev, Tim, Meddahi, Nour, Nyawa, SergeLanguage:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2019.04.023
Date:
April, 2019
File:
PDF, 1.98 MB
english, 2019