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Conference Paper: Identifying the number of factors from singular values of a large sample auto-covariance matrix

TitleIdentifying the number of factors from singular values of a large sample auto-covariance matrix
Authors
Yao, JJ
Issue Date2019
Citation
Seminar Series in Finance and Statistics, College of Business and Economics, The Australian National University, July 2019 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/282332

 

DC FieldValueLanguage
dc.contributor.authorYao, JJ-
dc.date.accessioned2020-05-07T08:52:44Z-
dc.date.available2020-05-07T08:52:44Z-
dc.date.issued2019-
dc.identifier.citationSeminar Series in Finance and Statistics, College of Business and Economics, The Australian National University, July 2019-
dc.identifier.urihttp://hdl.handle.net/10722/282332-
dc.languageeng-
dc.relation.ispartofSeminar Series in Finance and Statistics, College of Business and Economics, The Australian National University-
dc.titleIdentifying the number of factors from singular values of a large sample auto-covariance matrix-
dc.typeConference_Paper-
dc.identifier.emailYao, JJ: jeffyao@hku.hk-
dc.identifier.authorityYao, JJ=rp01473-
dc.identifier.hkuros302026-

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