Browsing All of EconStor by Author Kyj, Lada M.
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2009 | A blocking and regularization approach to high dimensional realized covariance estimation | Hautsch, Nikolaus; Kyj, Lada M.; Hautsch, Nikolaus |
2009 | A blocking and regularization approach to high dimensional realized covariance estimation | Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A. |
2011 | The merit of high-frequency data in portfolio allocation | Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter |
2011 | The merit of high-frequency data in portfolio allocation | Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter |