Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175): Difference between revisions

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Asymptotic analysis of the squared estimation error in misspecified factor models
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    Asymptotic analysis of the squared estimation error in misspecified factor models (English)
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    31 August 2015
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    misspecification
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    factor model
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    number of factors
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    loss efficiency
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