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Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model Fan, Jianqing; Kim, Donggyu, JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, v.113, no.523, pp.1268 - 1283, 2018-11 |
Strategic decompositions of normal form games: Zero-sum games and potential games Hwang, Sung-Ha; Rey-Bellet, Luc, GAMES AND ECONOMIC BEHAVIOR, v.122, pp.370 - 390, 2020-07 |
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