Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Augmented factor models with applications to validating market risk factors and forecasting bond risk premia |
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Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (English)
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24 March 2021
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heavy tails
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forecasts
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principal components
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identification
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