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N°16-51 A Diagnostic Criterion for Approximate Factor Structure

N°16-51 A Diagnostic Criterion for Approximate Factor Structure

AuthorP. Gagliardini, O. Scaillet, E. Ossala
Date10 Aug. 2016
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2817458

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