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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Aït-Sahalia, Yacine
Todorov, Viktor
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ECONIS (ZBW)
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High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
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Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
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pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
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