On the number of common factors with high-frequency data
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Publication:5384478
DOI10.1093/biomet/asx014zbMath1506.62325OpenAlexW2606555351MaRDI QIDQ5384478
Publication date: 24 June 2019
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asx014
Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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