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~person:"van Vlodrop, Andries C."
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van Vlodrop, Andries C.
Chernozhukov, Victor
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Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models
van Vlodrop, Andries C.
;
Lucas, André
-
2018
about estimation risk in FFMs in
high
dimensions
. We investigate whether recent linear and non-linear shrinkage methods help …
Persistent link: https://www.econbiz.de/10012114751
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