Is there a missing factor? A canonical correlation approach to factor models
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DOI: 10.1016/j.rfe.2017.11.002
Abstract: Title discontinued by Elsevier on 31 December 2017, and published by Wiley as of 1 January 2018. This pending paper which was ready for publication at the time of journal closure will be transferred to… read more here.
Keywords: canonical correlation; correlation approach; missing factor; approach factor ... See more keywords