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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
Summary
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].
Key Facts
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 May 24, 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, 24 May. 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: 2026-05-24}}
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 2026-05-24)
