Output details
10 - Mathematical Sciences
London School of Economics and Political Science
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Output 0 of 0 in the submission
Article title
Large volatility matrix inference via combining low-frequency and high-frequency approaches
Type
D - Journal article
Title of journal
Journal of the American Statistical Association
Article number
-
Volume number
106
Issue number
495
First page of article
1025
ISSN of journal
0162-1459
Year of publication
2011
Number of additional authors
3
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
