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High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times
Research article (Journal of Econometrics, 2024) · cited 10× · AI/ML
High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times is a scholarly article[1].
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High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times's instance of is recorded as scholarly article[2].
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APA4ort.xyz Knowledge Graph. (2026). High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times. Retrieved October 20, 2026, from https://4ort.xyz/entity/high-frequency-principal-component-analysis-based-on-correlation-matrix-that-is-robust-to-jumps-microstructure-noise-and
MLA“High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times.” 4ort.xyz Knowledge Graph, 4ort.xyz, 20 Oct. 2026, https://4ort.xyz/entity/high-frequency-principal-component-analysis-based-on-correlation-matrix-that-is-robust-to-jumps-microstructure-noise-and.
BibTeX@misc{4ortxyz_high-frequency-principal-component-analysis-based-on-correlation-matrix-that-is-robust-to-jumps-microstructure-noise-and_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times}}, year = {2026}, url = {https://4ort.xyz/entity/high-frequency-principal-component-analysis-based-on-correlation-matrix-that-is-robust-to-jumps-microstructure-noise-and}, note = {Accessed: 2026-10-20}}
LLM promptAccording to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times — https://4ort.xyz/entity/high-frequency-principal-component-analysis-based-on-correlation-matrix-that-is-robust-to-jumps-microstructure-noise-and (retrieved 2026-10-20)
