Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (Q6626296)
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scientific article; zbMATH DE number 7933413
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets |
scientific article; zbMATH DE number 7933413 |
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Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (English)
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28 October 2024
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