author = { Cui, Liyuan Hong, Yongmiao AND Li, Yingxing AND Wang, Junhui },

title = { A Machine Learning Approach to Estimating Large Positive Definite Covariance Matrix of High Frequency Data },

publisher = {SSRN},

keywords = { Covariance estimation , High frequency , Large dimension , Weak factors , Nuclear norm , weighted group LASSO , Vast portfolio evaluation },

year = {[2019]},

abstract = {Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 4, 2019 erstellt},

address = { [S.l.] },

url = { http://slubdd.de/katalog?TN_libero_mab2 }