Pages that link to "Item:Q2330733"
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The following pages link to A diagnostic criterion for approximate factor structure (Q2330733):
Displaying 8 items.
- Unrestricted maximum likelihood estimation of multivariate realized volatility models (Q2079416) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)
- Large dimensional latent factor modeling with missing observations and applications to causal inference (Q2688665) (← links)
- A penalized two-pass regression to predict stock returns with time-varying risk premia (Q6090588) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
- Bridging factor and sparse models (Q6183755) (← links)
