A blocking and regularization approach to high dimensional realized covariance estimation
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2009,20
- Klassifikation
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Wirtschaft
- Schlagwort
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Kovarianzanalyse
Schätzfunktion
- Ereignis
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Veröffentlichung
- (wo)
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Frankfurt am Main
- (wer)
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Univ.-Bibliothek Frankfurt am Main
- (wann)
-
2009
- Urheber
- URN
-
urn:nbn:de:hebis:30-72694
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:23 MESZ
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Beteiligte
- Hautsch, Nikolaus
- Kyj, Lada M.
- Oomen, Roel C. A.
- Univ.-Bibliothek Frankfurt am Main
Entstanden
- 2009
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