{"title":"High-dimensional estimation of quadratic variation based on penalized realized variance","authors":"Kim Christensen, M. S. Nielsen, M. Podolskij","doi":"10.1007/s11203-022-09282-8","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s11203-022-09282-8","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}