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Regularized High Dimensional Covariance Matrix Estimation based on High Frequency Trading Data

Regularized High Dimensional Covariance Matrix Estimation based on High Frequency Trading Data
Tagung:

Regularized High Dimensional Covariance Matrix Estimation based on High Frequency Trading Data

Datum:

26. April 2017

Referent:

Liang Chong

Quelle:

chair Schienle