readme.bns.txt
Creators:
Christian Brownlees
;
Eulàlia Nualart
;
Yucheng Sun
From the dataset abstract
We introduce LASSO-type regularization for large-dimensional realized covariance estimators of log-prices. The procedure consists of shrinking the off-diagonal entries of the inverse...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/cd4a7e7b-db7f-4d42-9731-aba7e1a64759/resource/3e045c4d-593a-4cf8-9a3f-19b78520b3b3/download/readme.bns.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
