Robust high-dimensional alpha test for conditional time-varying factor models (Q6044817)
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scientific article; zbMATH DE number 7687634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust high-dimensional alpha test for conditional time-varying factor models |
scientific article; zbMATH DE number 7687634 |
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Robust high-dimensional alpha test for conditional time-varying factor models (English)
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22 May 2023
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conditional alpha test
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high-dimensional data
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spatial sign
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time-varying coefficient
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