Testing against constant factor loading matrix with large panel high-frequency data (Q1753061)
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scientific article; zbMATH DE number 6873127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing against constant factor loading matrix with large panel high-frequency data |
scientific article; zbMATH DE number 6873127 |
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Testing against constant factor loading matrix with large panel high-frequency data (English)
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25 May 2018
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continuous-time factor model
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factor loading matrix
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high-dimensional Itô process
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