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"FDR-Controlled Sparse Index Tracking with Autoregressive Stock Dependency ..."
Jasin Machkour, Michael Muma, Daniel P. Palomar (2024)
- Jasin Machkour, Michael Muma, Daniel P. Palomar:
FDR-Controlled Sparse Index Tracking with Autoregressive Stock Dependency Models. EUSIPCO 2024: 2662-2666
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