Time series factor models
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Publication:6562684
DOI10.1002/WICS.1245zbMATH Open1540.6201MaRDI QIDQ6562684
Publication date: 27 June 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
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- Models for Investors in Real World Markets
- A dimension-reduced approach to space-time Kalman filtering
- Determining the Number of Factors in Approximate Factor Models
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