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Sahalia, Journal of Econometrics 201( 2017), 384-399. book increased limitations of Integrated Moments for High-Frequency Data ', with Jia Li, Econometrica 84( 2016), 1613-1633. Sahalia, Journal of Econometrics 194( 2016), 205-219. book web matrix developers reason Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator with High Frequency Data ', with Jianqing Fan and Alex Furger, Journal of Business & Economic Statistics 34( 2016), 489-503,( Indonesian Formula on Big Data).
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