Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data (Q6110022)
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scientific article; zbMATH DE number 7707244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data |
scientific article; zbMATH DE number 7707244 |
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Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data (English)
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4 July 2023
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continuous-time approximate factor model
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high-frequency data
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principal component analysis
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