Real-time factor model forecasting and the effects of instability

Title
Real-time factor model forecasting and the effects of instability
Authors
Keywords
Factor models, Robust approaches, Financial crisis
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 100, Issue -, Pages 661-675
Publisher
Elsevier BV
Online
2015-01-31
DOI
10.1016/j.csda.2015.01.011

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