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Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data

Research article (Journal of Econometrics, 2017) · cited 29× · AI/ML
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Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data

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Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data is a scholarly article[1].

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  • Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data's instance of is recorded as scholarly article[2].

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  1. [1] ↑ . Wikidata. wikidata.org.

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APA 4ort.xyz Knowledge Graph. (2026). Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data. Retrieved May 24, 2026, from https://4ort.xyz/entity/adaptive-thresholding-for-large-volatility-matrix-estimation-based-on-high-frequency-financial-data
MLA “Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/adaptive-thresholding-for-large-volatility-matrix-estimation-based-on-high-frequency-financial-data.
BibTeX @misc{4ortxyz_adaptive-thresholding-for-large-volatility-matrix-estimation-based-on-high-frequency-financial-data_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data}}, year = {2026}, url = {https://4ort.xyz/entity/adaptive-thresholding-for-large-volatility-matrix-estimation-based-on-high-frequency-financial-data}, note = {Accessed: 2026-05-24}}
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