Work

When Can Weak Latent Factors Be Statistically Inferred?

Year: 2025

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.5217419

Authors: Jianqing Fan, Yuling Yan, Yuheng Zheng

Institutions: Princeton University, University of Wisconsin–Madison

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Science Foundation, Office of Naval Research

Awards: G4720003262, DMS/NIGMS 2: Collaborative Research: Developing Statistical Learning Methods for Revealing the Molecular Signatures of Microvascular Changes in Neural Injury, Interface of Statistical Learning and Optimal Decisions, G7712150002, G8876996369

OpenAlex ID: W4409419477

Cites:

Cited by: 7

Related to: 10