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~isPartOf:"Journal of financial econometrics"
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Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
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2
Identification of global and local shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 462-494
Persistent link: https://www.econbiz.de/10012054816
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