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~isPartOf:"Journal of econometrics"
~person:"Kong, Xin-bing"
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Continuous-time factor model
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Factor analysis
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Factor loading matrix
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High dimensional itô process
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Kong, Xin-bing
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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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