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High-frequency Data
100%
Volatility
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Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
100%
Estimation Method
50%
Approximate Factor Model
50%
Dynamic Structure
25%
Simulation Study
25%
Asymptotic Properties
25%
Diffusion Process
25%
Process-based
25%
Predicting the Future
25%
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25%
S&P 500
25%
Nonparametric Estimator
25%
Sparse Structure
25%
Exposure Constraint
25%
Integrated Volatility
25%
High-frequency Financial Data
25%
Matrix Estimation
25%
Low-rank Plus Sparse
25%
Quasi-maximum Likelihood Estimation
25%
Maximum Likelihood Estimation Method
25%
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Minimum Variance Portfolio
25%
Mathematics
Matrix (Mathematics)
100%
High-Frequency Data
100%
Estimation Method
50%
Approximates
33%
Conditionals
16%
Variance
16%
Maximum Likelihood Estimation
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Simulation Study
16%
Asymptotic Property
16%
Apply It
16%
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16%
Computer Science
Estimation Method
100%
Simulation Study
33%
maximum-likelihood
33%
Diffusion Process
33%
Likelihood Estimation
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Financial Data
33%
Dynamic Structure
33%
Variance Portfolio
33%
Economics, Econometrics and Finance
Generalized Autoregressive Conditional Heteroskedasticity
100%