Pages that link to "Item:Q1650070"

The following pages link to On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070):

Displaying 9 items.

• Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← 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)
• Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
• Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
• Identifying latent factors based on high-frequency data (Q2688663) (← links)
• Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← links)
• Efficient and positive semidefinite pre-averaging realized covariance estimator (Q5155195) (← links)
• Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)