Time-varying factor models for high-frequency financial data and large spot volatility matrix estimation

Zhang, Haoxuan (2024) Time-varying factor models for high-frequency financial data and large spot volatility matrix estimation. PhD thesis, University of York.

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Supervisors: Li, Degui
Awarding institution: University of York
Academic Units: The University of York > Mathematics (York)
Date Deposited: 25 Nov 2025 14:31
Last Modified: 25 Nov 2025 14:31
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