High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gao, Zhaoxing, Tu, Sihan, Tsay, Ruey S.
Format:	Preprint
Published:	2025
Subjects:	Econometrics Pricing of Securities Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.01271