Volatility estimation with functional gradient descent for very high-dimensional financial time series
Journal
Journal of Computational Finance
ISSN
1742-7185
Type
journal article
Date Issued
2003
Author(s)
Language
English
HSG Classification
not classified
Refereed
Yes
Publisher
Incisive Media Limited
Publisher place
London
Volume
6
Number
3
Start page
65
End page
89
Pages
25
Subject(s)
Eprints ID
32654