Fan, J., Li, Y., & Yu, K. (2012). Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection.
Citação norma ChicagoFan, Jianqing, Yingying Li, and Ke Yu. Vast Volatility Matrix Estimation Using High Frequency Data for Portfolio Selection. 2012.
MLA citiranjeFan, Jianqing, Yingying Li, and Ke Yu. Vast Volatility Matrix Estimation Using High Frequency Data for Portfolio Selection. 2012.
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