Pages that link to "Item:Q1753061"
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The following pages link to Testing against constant factor loading matrix with large panel high-frequency data (Q1753061):
Displayed 6 items.
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← 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)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data (Q6110022) (← links)
- Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)