Augmented factor models with applications to validating market risk factors and forecasting bond risk premia

出版年份 2020 全文链接

标题

作者

关键词

Heavy tails, Forecasts, Principal components, Identification

出版物

Volume -, Issue -, Pages -

出版商

Elsevier BV

发表日期

2020-08-05

DOI

10.1016/j.jeconom.2020.07.002

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