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Keyword Search Criteria: pre-averaging estimator returned 1 record(s)
Wednesday, 08/02/2017
Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data
Kun Lu, Princeton University; Chaoxing Dai, Booth School of Business University of Chicago; Dacheng Xiu, University of Chicago
2:50 PM

 
 
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