"Cluster-Specific Latent Factor Estimation in High-Dimensional Financial ..."

Stjepan Begusic, Zvonko Kostanjcar (2020)

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DOI: 10.1109/ACCESS.2020.3021898

access: open

type: Journal Article

metadata version: 2021-09-16

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Stjepan Begusic, Zvonko Kostanjcar:
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series. IEEE Access 8: 164365-164379 (2020)

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