Pages that link to "Item:Q2305976"
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The following pages link to High-frequency factor models and regressions (Q2305976):
Displaying 16 items.
- Systematic risk over various frequency bands (Q672551) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)
- Efficient semiparametric estimation of the Fama-French model and extensions (Q2859070) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- Large dimensional portfolio allocation based on a mixed frequency dynamic factor model (Q5095203) (← links)
- (Q5495335) (← links)
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- Intraday cross-sectional distributions of systematic risk (Q6108306) (← links)
- Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (Q6149866) (← links)
- Matrix Factor Analysis: From Least Squares to Iterative Projection (Q6150367) (← links)
- Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
- Autoregressive conditional betas (Q6193071) (← links)
- Tests for Jumps in Yield Spreads (Q6626261) (← links)