Browse "MT-Journal Papers(저널논문)" by Subject Multi-scale realized volatility
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| Asymptotic theory for large volatility matrix estimation based on high-frequency financial data Kim, Donggyu; Wang, Yazhen; Zou, Jian, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.126, no.11, pp.3527 - 3577, 2016-11 |
| Sparse PCA-based on high-dimensional Ito processes with measurement errors Kim, Donggyu; Wang, Yazhen, JOURNAL OF MULTIVARIATE ANALYSIS, v.152, pp.172 - 189, 2016-12 |
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