Papers
Communities
Events
Blog
Pricing
Search
Open menu
Home
Papers
1112.0939
Cited By
v1
v2
v3 (latest)
Spectral covolatility estimation from noisy observations using local weights
5 December 2011
M. Bibinger
M. Reiß
Re-assign community
ArXiv (abs)
PDF
HTML
Papers citing
"Spectral covolatility estimation from noisy observations using local weights"
1 / 1 papers shown
Title
Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors
Minjing Tao
Yazhen Wang
Harrison H. Zhou
142
70
0
19 Sep 2013
1