Determining the number of factors in a multivariate error...

Determining the number of factors in a multivariate error correction—volatility factor model

Qiaoling Li and Jiazhu Pan
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Volume:
12
Year:
2009
Language:
english
Journal:
The Econometrics Journal
DOI:
10.2307/23116665
File:
PDF, 1.34 MB
english, 2009
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