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Mathematical finance / Statistical theory / Econometrics / Estimator / Volatility / M-estimator / Asymptotic theory / Statistics / Estimation theory / Statistical inference


Large Volatility Matrix Inference Based on High-frequency Financial Data By Minjing Tao A dissertation submitted in partial fulfillment of the
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Document Date: 2014-06-27 08:33:20


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Shenzhen / /

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Shenzhen Stock Exchange / Shanghai Stock Exchange / /

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University of WisconsinMadison / University of Wisconsin-Madison Under / UNIVERSITY OF WISCONSIN / /

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S&P 500 / /

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Ph.D. / /

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University of WisconsinMadison / Department of Entomology / Department of Statistics / Final Oral Committee / Department of Statistics Professor Kam-Wah Tsui / UNIVERSITY OF WISCONSIN / Department of Mathematics Professor Zhengjun Zhang / Department of Statistics Professor Benedek ValkĀ“o / /

Person

Jun Shao / Zhengjun Zhang / Ming Yuan / Brian Yandell / Jun Zhu / Benedek Valk / Kam-Wah Tsui / Yazhen Wang / Sunduz Keles / Yanhua Xiong / Jiansen Tao / Chunming Zhang / Wei Xie / Robert Wardrop / /

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advisor / advisor / Professor / Professor / /

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Model Transformation / /

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Wisconsin / /

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Simulation / /

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