The Canonical Decomposition of Factor Models: Weak Factors are Everywhere

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gersing, Philipp, Barigozzi, Matteo, Rust, Christoph, Deistler, Manfred
Format:	Preprint
Published:	2023
Subjects:	Econometrics Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2307.10067