Pages that link to "Item:Q1650070"
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The following pages link to On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070):
Displaying 14 items.
- Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- A rank test for the number of factors with high-frequency data (Q2000871) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← 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)
- Robust covariance estimation with noisy high-frequency financial data (Q5051327) (← links)
- Efficient and positive semidefinite pre-averaging realized covariance estimator (Q5155195) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Distributed debiased estimation of high-dimensional partially linear models with jumps (Q6554229) (← links)
- High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)
- State-Varying Factor Models of Large Dimensions (Q6620950) (← links)
- Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility (Q6641048) (← links)
