Kim, D., Wang, Y., & Zou, J. (2016). Asymptotic theory for large volatility matrix estimation based on high-frequency financial data. Stochastic processes and their applications, 126(11), 3527-3577. https://doi.org/10.1016/j.spa.2016.05.004
Citace podle Chicago (17th ed.)Kim, Donggyu, Yazhen Wang, a Jian Zou. "Asymptotic Theory for Large Volatility Matrix Estimation Based on High-frequency Financial Data." Stochastic Processes and Their Applications 126, no. 11 (2016): 3527-3577. https://doi.org/10.1016/j.spa.2016.05.004.
Citace podle MLA (9th ed.)Kim, Donggyu, et al. "Asymptotic Theory for Large Volatility Matrix Estimation Based on High-frequency Financial Data." Stochastic Processes and Their Applications, vol. 126, no. 11, 2016, pp. 3527-3577, https://doi.org/10.1016/j.spa.2016.05.004.