Canonical correlation-based model selection for the multilevel factors (Q2688648)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical correlation-based model selection for the multilevel factors |
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Canonical correlation-based model selection for the multilevel factors (English)
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3 March 2023
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multilevel factor models
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principal components
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canonical correlation difference
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modified canonical correlations
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multilevel asset pricing models
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