Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
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Publication:6626296
DOI10.1080/07350015.2018.1482758zbMATH Open1547.62848MaRDI QIDQ6626296
Liangjun Su, Wei Lan, Shujie Ma, Chih-Ling Tsai
Publication date: 28 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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