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~isPartOf:"Cambridge-INET working papers"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~type_genre:"Graue Literatur"
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
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Chen, Jia
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Linton, Oliver
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2021
Persistent link: https://www.econbiz.de/10013259517
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Spurious factor analysis
Onatski, Alexei
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Wang, Chen
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2020
Persistent link: https://www.econbiz.de/10012793091
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Can alternative data improve the accuracy of dynamic factor model nowcasts? : evidence from the euro area
Cristea, Radu Gabriel
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2020
Persistent link: https://www.econbiz.de/10013206467
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