Identifying latent factors based on high-frequency data (Q2688663)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying latent factors based on high-frequency data |
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Identifying latent factors based on high-frequency data (English)
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3 March 2023
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factor model
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high-dimensional data
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high-frequency data
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randomized test
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jump
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