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Adaptive Robust Large Volatility Matrix Estimation Based on
  High-Frequency Financial Data
v1v2v3 (latest)

Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data

25 February 2021
Minseok Shin
Donggyu Kim
Jianqing Fan
ArXiv (abs)PDFHTML

Papers citing "Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data"

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