Browse "School of Management Engineering(경영공학부)" byAuthorWnag, Yazhen

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Adaptive Thresholding for Large Volatility Matrix Estimation Based on High-Frequency Financial Data

Kim, Donggyuresearcher; Kong, Xin-Bing; Li, Cui-Xia; Wnag, Yazhen, JOURNAL OF ECONOMETRICS, v.203, no.1, pp.69 - 79, 2018-03

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