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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.
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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 193614117
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Estimation of factors using higher-order multi-cumulants in weak factor models.
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  Data: <searchLink fieldCode="AR" term="%22Huang%2C+Guanglin%22">Huang, Guanglin</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Lu%2C+Wanbo%22">Lu, Wanbo</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> luwb@swufe.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Boudt%2C+Kris%22">Boudt, Kris</searchLink><relatesTo>2,4,5</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Business+%26+Economic+Statistics%22">Journal of Business & Economic Statistics</searchLink>. May2026, p1-31. 31p. 6 Illustrations.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=193614117
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/07350015.2026.2671240
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 31
        StartPage: 1
    Titles:
      – TitleFull: Estimation of factors using higher-order multi-cumulants in weak factor models.
        Type: main
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      – PersonEntity:
          Name:
            NameFull: Huang, Guanglin
      – PersonEntity:
          Name:
            NameFull: Lu, Wanbo
      – PersonEntity:
          Name:
            NameFull: Boudt, Kris
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      – BibEntity:
          Dates:
            – D: 07
              M: 05
              Text: May2026
              Type: published
              Y: 2026
          Identifiers:
            – Type: issn-print
              Value: 07350015
          Titles:
            – TitleFull: Journal of Business & Economic Statistics
              Type: main
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