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CREATES research paper
Discussion paper / Centre for Economic Forecasting
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Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
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2015
Persistent link: https://www.econbiz.de/10011409357
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2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
3
The dynamics of factor loadings in the cross-section of returns
Borghi, Riccardo
;
Hillebrand, Eric
;
Mikkelsen, Jakob …
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2018
Persistent link: https://www.econbiz.de/10011965291
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