Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175)

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scientific article; zbMATH DE number 6477034
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    Asymptotic analysis of the squared estimation error in misspecified factor models
    scientific article; zbMATH DE number 6477034

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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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