On the inference about the spectra of high-dimensional covariance matrix
based on noisy observations-with applications to integrated covolatility
matrix inference in the presence of microstructure noise

On the inference about the spectra of high-dimensional covariance matrix based on noisy observations-with applications to integrated covolatility matrix inference in the presence of microstructure noise

7 September 2014

Papers citing "On the inference about the spectra of high-dimensional covariance matrix based on noisy observations-with applications to integrated covolatility matrix inference in the presence of microstructure noise"

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