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基于多笔交易高频数据的高维积分协方差矩阵的极限谱分布

Limiting spectral distribution of high-dimensional integrated covariance matrices based on high-frequency data with multiple transactions

Journal of Multivariate Analysis · 2025
被引 1
ABS 3
金融计量经济学高维统计随机矩阵理论高频金融数据