Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models
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Publication:6626232
DOI10.1080/07350015.2023.2217871zbMATH Open1547.62954MaRDI QIDQ6626232FDOQ6626232
Authors: Qiang Xia, Xianyang Zhang
Publication date: 28 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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