Determining the number of factors in a multivariate error correction-volatility factor model
| Year of publication: |
2009
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|---|---|
| Authors: | Li, Qiaoling ; Pan, Jiazhu |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 12.2009, 1, p. 45-61
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