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

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	Estimating a large dimensional factor model with noisy and asynchronous high frequency data∗ Kun Lu† Dacheng Xiu‡ Add to Reading List Document Date: 2016-07-08 02:18:06 Open Document File Size: 458,63 KB Share Result on Facebook

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