Open AccessPrincipal Component Analysis of High Frequency Data
Author(s) -
Yacine AïtSahalia,
Dacheng Xiu
Publication year - 2015
Language(s) - English
Resource type - Reports
DOI - 10.3386/w21584
Subject(s) - principal component analysis , component (thermodynamics) , computer science , artificial intelligence , physics , thermodynamics
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