High-dimensional factor model高维因子模型-博士研究生扩展阅读文献/多因子模型

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequenc...Ait-Sahalia, Yacine_ Xiu, .pdf            2.6 MB
Simultaneous Inference for High-Dimensional Approximate Factor Model  Wang, Yong_ Guo, Xiao.pdf            908.0 KB
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model  Fan, Jianqing_ Kim,.pdf            394.0 KB
Randomized latent factor model for high-dimensional and sparse matrices from industrial applications  Shang, Mingsheng _Luo,,.pdf            5.1 MB
On the penalized maximum likelihood estimation of high-dimensional approximate factor model Wang, Shaoxin_ Yang, .pdf            410.0 KB
Modeling High-Dimensional Time Series_ A Factor Model with Dynamically Dependent Factors and Dive...Gao, Zhaoxing_ Tsay,.pdf            1.3 MB
Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model  Li, Mengheng_ Scharth, Marcel.pdf            1.1 MB
Factor Modelling for High-Dimensional Time Series_ Inference and Model Selection  Chan, Ngai Hang_ Lu,..pdf            537.0 KB
Estimation of high dimensional factor model with multiple threshold-type regime shifts  Wu, Jianhong.pdf            498.0 KB
A Multilayered-and-Randomized Latent Factor Model for High-Dimensional and Sparse Matrices  Yuan, Ye_ He, Qiang_ Luo,.pdf            5.6 MB
A Deep Latent Factor Model for High-Dimensional and Sparse Matrices in Recommender Systems  Wu, Di_ Luo, Xin_ Shang, .pdf            3.3 MB



High-dimensional factor model.zip (18.93 MB, 需要: RMB 19 元)

2026-6-18 07:03:38 上传

需要: RMB 19 元  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Dimensional dimension factor 多因子模型 Facto