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type_genre:"Article"
~isPartOf:"Documentos de trabajo / Banco de España"
~isPartOf:"Working paper"
~person:"Despois, Thomas"
~type_genre:"Graue Literatur"
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Despois, Thomas
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Indentifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
-
2022
-
This version: March 2, 2022
Persistent link: https://www.econbiz.de/10013207014
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Another look into the factor model black box : factor interpretation and structural (in)stability
Despois, Thomas
;
Doz, Catherine
-
2019
-
This version: February 4, 2020
Persistent link: https://www.econbiz.de/10012234615
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