dc.contributor.author
Reiss, Markus
dc.contributor.author
Winkelmann, Lars
dc.date.accessioned
2021-11-03T12:40:17Z
dc.date.available
2021-11-03T12:40:17Z
dc.identifier.uri
https://refubium.fu-berlin.de/handle/fub188/32485
dc.identifier.uri
http://dx.doi.org/10.17169/refubium-32210
dc.format.extent
36 Seiten
dc.rights.uri
http://www.fu-berlin.de/sites/refubium/rechtliches/Nutzungsbedingungen
dc.subject
empirical covariance matrix
en
dc.subject
rank detection
en
dc.subject
signal detection rate
en
dc.subject
matrix concentration
en
dc.subject
eigenvalue perturbation
en
dc.subject
principal component analysis
en
dc.subject
factor model
en
dc.subject
term structure
en
dc.subject.ddc
300 Sozialwissenschaften::330 Wirtschaft::339 Makroökonomie und verwandte Themen
dc.title
Inference on the maximal rank of time-varying covariance matrices using high-frequency data
dc.identifier.urn
urn:nbn:de:kobv:188-refubium-32485-6
refubium.affiliation
Wirtschaftswissenschaft
refubium.resourceType.isindependentpub
yes
refubium.series.issueNumber
2021,14 : Economics
refubium.series.name
Discussion paper / School of Business & Economics
dcterms.accessRights.dnb
free
dcterms.accessRights.openaire
open access
