高频数据下高维协方差阵的RCM算法估计与应用
倪宣明, 钱龙, 赵慧敏, 黄嵩
Large-dimensional covariance matrix estimation and its application with RCM using high frequency data
NI Xuanming, QIAN Long, ZHAO Huimin, HUANG Song
系统工程理论与实践
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2019, (8): 1943
-1953
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DOI: 10.12011/1000-6788-2019-0301-11
