Pages that link to "Item:Q2347453"
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The following pages link to Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453):
Displayed 16 items.
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Mixed-scale jump regressions with bootstrap inference (Q1676389) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- High-frequency factor models and regressions (Q2305976) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)
- Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Intraday cross-sectional distributions of systematic risk (Q6108306) (← links)
- Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
- Estimation of Leverage Effect: Kernel Function and Efficiency (Q6190703) (← links)