Robust covariance estimation with noisy high-frequency financial data
Work
Year: 2022
Type: article
Authors Jiandong Wang, Manying Bai
Institution Beihang University
Cites: 42
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed
Grant IDS 71850007, 71571007