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Financial markets
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High frequency data
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Crude oil
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Decision making
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Financial data processing
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Frequency estimation
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Geopolitical events
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High-dimensional
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High-dimensional estimation
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Matrix algebra
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Multivariate garch models
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Noise components
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Portfolio managements
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Realized covolatility matrix
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Realized volatility
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Risk minimization
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Risk perception
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Robust measures
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Sampling
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Structural break
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Volatility spillovers
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