Toggle navigation
Works
People
Organizations
Repositories
Pages
About
Statistics
Support
Sign In
Loading...
Loading...
Volatility estimation with functional gradient descent for very high-dimensional financial time series
https://doi.org/10.3929/ethz-a-004218106
Loading...
Download Metadata
Cite as
APA
Harvard
MLA
Vancouver
Chicago
IEEE
Download Reports
Related Works (CSV)
Share
Email
Twitter
Facebook
Description
Creators
Registration
Research Report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH), 99
Audrino, Francesco
Bühlmann, Peter
DOI registered
June 18, 2009
via DataCite
Working Paper published 2001 in
ETH Zürich Research Collection
Text
Mathematics
English