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Search: subject:"Continuous-time factor model"
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Continuous-time factor model
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Factor analysis
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Faktorenanalyse
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Kong, Xin-Bing
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Kong, Xin-bing
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Journal of econometrics
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ECONIS (ZBW)
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A rank test for the number of factors with high-frequency data
Kong, Xin-Bing
;
Liu, Zhi
;
Zhou, Wang
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 439-460
Persistent link: https://www.econbiz.de/10012303820
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Testing against constant factor loading matrix with large panel high-frequency data
Kong, Xin-bing
;
Liu, Cheng
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 301-319
Persistent link: https://www.econbiz.de/10011974736
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