Estimating a large dimensional factor model with noisy and asynchronous high frequency data∗ Kun Lu† Dacheng Xiu‡

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Date: 2016-07-08 02:18:06		Estimating a large dimensional factor model with noisy and asynchronous high frequency data∗ Kun Lu† Dacheng Xiu‡ Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 458,63 KB Share Document on Facebook