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Sun, Yucheng, Xu, Wen. ().
A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data .
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Sun, Yucheng, Xu, Wen.
A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data.
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Sun, Yucheng, Xu, Wen.
A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data.
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Sun, Yucheng, Xu, Wen.
A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data.
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