2024-03-29T09:44:02Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6869888
2018-05-18T08:53:03Z
62
Kim, Donggyu; Liu, Yi; Wang, Yazhen
2018
6869888
English
International Statistical Institute (ISI), Voorburg; Bernoulli Society for Mathematical Statistics and Probability, Voorburg
https://zbmath.org/06869888
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Bernoulli 24, No. 4B, 3657-3682 (2018).
62P05; 62H12
Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data
j