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Determining the number of factors in a multivariate error correction–volatility factor model

✍ Scribed by Qiaoling Li; Jiazhu Pan

Book ID: 110880097
Publisher: John Wiley and Sons
Year: 2009
Tongue: English
Weight: 277 KB
Volume: 12
Category: Article
ISSN: 1368-4221
DOI: 10.1111/j.1368-423x.2008.00259.x

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