Latent Factor Models for Large and Mixed-frequency Data in Finance and Macroeconomics

  • SVIZZERA ITALIANA, M Rubin
  • Published 2016

Cite this paper

@inproceedings{ITALIANA2016LatentFM, title={Latent Factor Models for Large and Mixed-frequency Data in Finance and Macroeconomics}, author={SVIZZERA ITALIANA and M Rubin}, year={2016} }