A misspecification test for the higher order co-moments of the factor model (Q5742593): Difference between revisions

@@ Property / cites work @@
+Nearest comoment estimation with unobserved factors
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+Inferring the rank of a matrix
@@ Property / cites work: Inferring the rank of a matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Eigenvalue Ratio Test for the Number of Factors
@@ Property / cites work: Eigenvalue Ratio Test for the Number of Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection with higher moments
@@ Property / cites work: Portfolio selection with higher moments / rank @@
+Normal rank
@@ Property / cites work @@
+On the asymptotic normality of statistics with estimated parameters
+Normal rank
@@ Property / cites work @@
+Q5543905
@@ Property / cites work: Q5543905 / rank @@
+Normal rank
@@ Property / cites work @@
+A distribution-free approach to inducing rank correlation among input variables
+Normal rank
@@ Property / cites work @@
+The Gaussian rank correlation estimator: robustness properties
+Normal rank
@@ Property / cites work @@
+On Bayesian Modeling of Fat Tails and Skewness
@@ Property / cites work: On Bayesian Modeling of Fat Tails and Skewness / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q128555524
@@ Property / Wikidata QID: Q128555524 / rank @@
+Normal rank