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Conference Paper: Identifying the number of factors from singular values of a large sample auto-covariance matrix
Title | Identifying the number of factors from singular values of a large sample auto-covariance matrix |
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Authors | |
Issue Date | 2019 |
Citation | Seminar Series in Finance and Statistics, College of Business and Economics, The Australian National University, July 2019 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/282332 |
DC Field | Value | Language |
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dc.contributor.author | Yao, JJ | - |
dc.date.accessioned | 2020-05-07T08:52:44Z | - |
dc.date.available | 2020-05-07T08:52:44Z | - |
dc.date.issued | 2019 | - |
dc.identifier.citation | Seminar Series in Finance and Statistics, College of Business and Economics, The Australian National University, July 2019 | - |
dc.identifier.uri | http://hdl.handle.net/10722/282332 | - |
dc.language | eng | - |
dc.relation.ispartof | Seminar Series in Finance and Statistics, College of Business and Economics, The Australian National University | - |
dc.title | Identifying the number of factors from singular values of a large sample auto-covariance matrix | - |
dc.type | Conference_Paper | - |
dc.identifier.email | Yao, JJ: jeffyao@hku.hk | - |
dc.identifier.authority | Yao, JJ=rp01473 | - |
dc.identifier.hkuros | 302026 | - |