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  • Search: subject:"Factor loading matrix"
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Continuous-time factor model 1 Factor analysis 1 Factor loading matrix 1 Faktorenanalyse 1 High dimensional itô process 1 Linear algebra 1 Lineare Algebra 1 Panel 1 Panel study 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Kong, Xin-bing 1 Liu, Cheng 1
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Journal of econometrics 1
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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
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