Generalised Canonical Correlation Estimation of the Multilevel Factor Model

DOI10.2139/SSRN.4295429MaRDI QIDQ5977083FDO

Authors Rui Lin, Yongcheol Shin

Publication date 2022

Published in SSRN Electronic Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2139/SSRN.4295429

Cited in

(2)

• GrFA
• GCCfactor

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