The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hu, Jiang, Xie, Jiahui, Zhang, Yangchun, Zhou, Wang
Format:	Preprint
Published:	2025
Subjects:	Methodology Econometrics Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2506.05116