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~isPartOf:"DNB working paper"
~isPartOf:"Econometric reviews"
~person:"Long, Yonghong"
~subject:"1980-2002"
~subject:"Netherlands"
~subject:"Zeitreihenanalyse"
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Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
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