Pages that link to "Item:Q5384478"

The following pages link to On the number of common factors with high-frequency data (Q5384478):

Displaying 17 items.

• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
• On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
• Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445) (← 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)
• Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
• Inference on common intraday periodicity at high frequencies (Q2081769) (← links)
• Rank determination in tensor factor model (Q2136659) (← links)
• Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← 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)
• The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
• Efficient and positive semidefinite pre-averaging realized covariance estimator (Q5155195) (← links)
• Inference on volatility curve at high frequencies via functional data analysis (Q5867750) (← links)
• High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
• High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)