CHEN, D. (2024). High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times. Institutional Knowledge at Singapore Management University.
استشهاد بنمط شيكاغوCHEN, Dachuan. High Frequency Principal Component Analysis Based On Correlation Matrix That Is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times. Institutional Knowledge at Singapore Management University, 2024.
MLA استشهادCHEN, Dachuan. High Frequency Principal Component Analysis Based On Correlation Matrix That Is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times. Institutional Knowledge at Singapore Management University, 2024.
تحذير: قد لا تكون هذه الاستشهادات دائما دقيقة بنسبة 100%.