Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data

Bu, Ruijun ORCID: 0000-0002-3947-3038, Li, Degui, Linton, Oliver and Wang, Hanchao (2025) Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data Econometric Theory. ISSN 0266-4666, 1469-4360

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Item Type:	Article
Depositing User:	Symplectic Admin
Date Deposited:	12 Sep 2024 07:12
Last Modified:	07 May 2025 08:24
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3184265
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