BibTeX record journals/jossac/LiangWFJZ23

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@article{DBLP:journals/jossac/LiangWFJZ23,
  author       = {Wanwan Liang and
                  Ben Wu and
                  Xinyan Fan and
                  Bingyi Jing and
                  Bo Zhang},
  title        = {High-Dimensional Volatility Matrix Estimation with Cross-Sectional
                  Dependent and Heavy-Tailed Microstructural Noise},
  journal      = {J. Syst. Sci. Complex.},
  volume       = {36},
  number       = {5},
  pages        = {2125--2154},
  year         = {2023},
  url          = {https://doi.org/10.1007/s11424-023-2080-5},
  doi          = {10.1007/S11424-023-2080-5},
  timestamp    = {Mon, 30 Oct 2023 17:41:53 +0100},
  biburl       = {https://dblp.org/rec/journals/jossac/LiangWFJZ23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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