We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the cross-sectional covariance matrix of random optimality. In this problem, not all components vector are observed at same time and latent variables, leading to major challenges besides high data dimensionality. propose a new estimator in context appropriate localization thresholding, then ...

Volatility is the primary measure of risk in modern finance and volatility estimation and inference has attracted substantial attention in the recent financial econometric literature, especially in high-frequency analyses. High-frequency prices carry a significant amount of noise. Therefore, there are two volatility components embedded in the returns constructed using high frequency prices: the...

introduction abnormal neural impulses in the nervous system may lead to various diseases and disabilities. high frequency alternating currents (hfac) has been used to block the propagation of such impulses and improve the symptoms or disabilities. the technique is safe, reversible, and relatively selective, and its reliability, the optimum stimulation parameters, and elimination of the onset re...

propose: standard electroporation and electrochemotherapy caused the endothe- lial cell permeability and reduction in tumor blood flow. the effects of low voltage and high frequency electroporation on the endothelial cells permeability and viability were expected. therefore, the propose of present study was to evaluate the effect of electroporation with bleomycin or alone on viability and perme...

Estimates of daily volatility are investigated. Realized volatility can be computed from returns observed over time intervals of different sizes. For simple statistical reasons, volatility estimators based on high-frequency returns have been proposed, but such estimators are found to be strongly biased as compared to volatilities of daily returns. This bias originates from microstructure effect...