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Three Essays on Regularization Methods in High-Dimensional Factor Models

Three Essays on Regularization Methods in High-Dimensional Factor Models

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DANIELE, Maurizio, 2020. Three Essays on Regularization Methods in High-Dimensional Factor Models [Dissertation]. Konstanz: University of Konstanz

@phdthesis{Daniele2020Three-50518, title={Three Essays on Regularization Methods in High-Dimensional Factor Models}, year={2020}, author={Daniele, Maurizio}, address={Konstanz}, school={Universität Konstanz} }

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