Fingerprint
Dive into the research topics of 'Using principal component analysis to estimate a high dimensional factor model with high-frequency data'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Yacine Aït-Sahalia, Dacheng Xiu
Research output: Contribution to journal › Article › peer-review
127
Scopus
citations