Spectral analysis of high-dimensional spot volatility matrix with applications

Journal of Multivariate Analysis 2026 Open access

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Authors: Qiang Liu, Yiming Liu, Zhi Mou Liu, Zhou Wang

DOI: 10.1016/j.jmva.2026.105637

Cited by: 0

Fields of Study & Subjects

Random Matrices and Applications Matrix Theory and Algorithms Spectral Theory in Mathematical Physics