Estimation of factors using higher-order multi-cumulants in weak factor models.
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| Title: | Estimation of factors using higher-order multi-cumulants in weak factor models. |
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| Authors: | Huang, Guanglin1,2 (AUTHOR), Lu, Wanbo3 (AUTHOR) luwb@swufe.edu.cn, Boudt, Kris2,4,5 (AUTHOR) |
| Source: | Journal of Business & Economic Statistics. May2026, p1-31. 31p. 6 Illustrations. |
| Database: | Business Source Ultimate |
| ISSN: | 07350015 |
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| DOI: | 10.1080/07350015.2026.2671240 |
