Pages that link to "Item:Q5384478"
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The following pages link to On the number of common factors with high-frequency data (Q5384478):
Displaying 25 items.
- Estimating the number of common factors in serially dependent approximate factor models (Q694956) (← links)
- 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)
- Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← 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)
- Determining the number of factors in a multivariate error correction-volatility factor model (Q3566437) (← 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)
- 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)
- A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (Q6620901) (← 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)
