Léonard THELOT (HSBC-CREST) ” Latent Factor Models with Functional Single-Index Loadings”
Finance & Financial Econometrics : Time: 11.00 am Date: 24th of October 2024 Room 3001 Léonard THELOT (CREST) "Latent Factor Models with Functional Single-Index Loadings" Abstract : We extend static […]