Large-dimensional factor modeling based on high-frequency observations Markus Pelger∗ August 20, 2015 Abstract

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Date: 2016-07-08 02:26:07 Algebra Statistics Mathematics Multivariate statistics Statistical theory Estimation theory Linear algebra Matrix theory Eigenvalues and eigenvectors Factor analysis Spectrum Consistent estimator		Large-dimensional factor modeling based on high-frequency observations Markus Pelger∗ August 20, 2015 Abstract Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 798,97 KB Share Document on Facebook

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