BibTeX record journals/csda/ShenYL19

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@article{DBLP:journals/csda/ShenYL19,
  author       = {Keren Shen and
                  Jianfeng Yao and
                  Wai Keung Li},
  title        = {On a spiked model for large volatility matrix estimation from noisy
                  high-frequency data},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {131},
  pages        = {207--221},
  year         = {2019},
  url          = {https://doi.org/10.1016/j.csda.2018.06.004},
  doi          = {10.1016/J.CSDA.2018.06.004},
  timestamp    = {Tue, 18 Feb 2020 13:55:00 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/ShenYL19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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