Robust Estimations of Approximate Factor Models via Sparse Matrix Decomposition

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/58028

Title:	Robust Estimations of Approximate Factor Models via Sparse Matrix Decomposition
Authors:	Chou, R-Y Yen, T-J Yen, M-Y
Relation:	JOURNAL OF BANKING & FINANCE
URI:	http://ir.sinica.edu.tw/handle/201000000A/58028
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0378-4266&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	經濟研究所

Show full item record

Last Week
0

Last month
1

checked on Jan 3, 2023

Check