# 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

**Wikidata**: [openalex:W4391708216](https://www.wikidata.org/wiki/openalex:W4391708216)  
**Source**: https://4ort.xyz/entity/high-frequency-principal-component-analysis-based-on-correlation-matrix-that-is-robust-to-jumps-microstructure-noise-and