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://jda-test.zbw.eu/dataset/089aaa6d-86ff-40de-bad8-a534f2429f12/resource/236faf39-2225-4a35-890b-2ecddf5bfb5c/download/readme.bns.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
