Pages that link to "Item:Q2438757"
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The following pages link to A test for the rank of the volatility process: the random perturbation approach (Q2438757):
Displaying 14 items.
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis (Q1684768) (← links)
- Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- A rank test for the number of factors with high-frequency data (Q2000871) (← links)
- Testing the eigenvalue structure of spot and integrated covariance (Q2155301) (← links)
- On the minimal number of driving Lévy motions in a multivariate price model (Q4555292) (← links)
- Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
- Intraday cross-sectional distributions of systematic risk (Q6108306) (← links)
- Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data (Q6110022) (← links)
- Inference on the maximal rank of time-varying covariance matrices using high-frequency data (Q6117051) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
