Robust Factor Estimation and Determination in Large-Dimensional Time Series

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Yujie Hou, Yalin Wang, Wenxin Zhou
DOI: 10.2139/ssrn.6043834
Cited by: 0

Fields of Study & Subjects

Advanced Statistical Methods and Models Statistical Methods and Applications Financial Risk and Volatility Modeling

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint