On the number of common factors with high-frequency data (Q5384478)
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scientific article; zbMATH DE number 7072214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the number of common factors with high-frequency data |
scientific article; zbMATH DE number 7072214 |
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On the number of common factors with high-frequency data (English)
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24 June 2019
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continuous-time factor model
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high-frequency data
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Itô process
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