%0 Generic
%T Using principal component analysis to estimate a highdimensional factor model with high-frequency data
%A Aït-Sahalia, Yacine
%A Xiu, Dacheng
%I Centre for Econometric Analysis, Cass Business School
%K High-dimensional data
%K high-frequency data
%K latent factor model
%K principal compo-nents
%K portfolio optimization
%K Graue Literatur
%D [2017]
%C Centre for Econometric Analysis, Cass Business School
%C London
%U http://slubdd.de/katalog?TN_libero_mab2
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