Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data
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Publication:6110022
DOI10.1080/01621459.2021.1996376OpenAlexW3217036716MaRDI QIDQ6110022
Jin-Guan Lin, Guangying Liu, Xin-Bing Kong, Cheng Liu
Publication date: 4 July 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2021.1996376
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