Nonlinear principal components and long-run implications of multivariate diffusions

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Publication:1043731

DOI10.1214/09-AOS706zbMath1191.62107arXiv0908.0547MaRDI QIDQ1043731

Lars Peter Hansen, Xiaohong Chen, José Alexandre Scheinkman

Publication date: 9 December 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.0547



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