Browsing by Subject factor model
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Issue Date | Title | Author(s) |
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2015 | High Frequency Asset Factor Models: Applications to Covariance Estimation and Risk Management | Furger, Alexander Jonathon |
Issue Date | Title | Author(s) |
---|---|---|
2015 | High Frequency Asset Factor Models: Applications to Covariance Estimation and Risk Management | Furger, Alexander Jonathon |