Nonparametric Estimation of Large Covariance Matrices with Conditional Sparsity

Hanchao Wang, Bin Peng, Degui Li, Chenlei Leng

Mathematics

Research output: Contribution to journal › Article › peer-review

1 results

Finished

Modelling Large Spot Volatility Structure for High Frequency Data: New Methodology and Practice
Li, D.
THE BRITISH ACADEMY
1/07/20 → 30/08/22
Project: Research project (funded) › Research