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N°16-51 A Diagnostic Criterion for Approximate Factor Structure
Home
Publications
N°16-51 A Diagnostic Criterion for Approximate Factor Structure
Author
P. Gagliardini
,
O. Scaillet
,
E. Ossala
Date
10 Aug. 2016
Category
Working Papers
Link
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2817458
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