Determining the Number of Factors in Approximate Factor Models
Year of publication: |
2002
|
---|---|
Authors: | Bai, Jushan ; Ng, Serena |
Publisher: |
[S.l.] : SSRN |
Subject: | Faktorenanalyse | Factor analysis | Theorie | Theory | CAPM | Panel | Panel study | Modellierung | Scientific modelling |
Description of contents: | Abstract [papers.ssrn.com] |
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