Regime-switching factor models for high-dimensional matrix time series.
Saved in:
| Title: | Regime-switching factor models for high-dimensional matrix time series. |
|---|---|
| Authors: | Hui, Yongchang1 (AUTHOR), Shi, Mengjie1 (AUTHOR) smjlhy555@stu.xjtu.edu.cn, Zhang, Yuteng2 (AUTHOR) |
| Source: | Applied Economics. Feb2026, p1-13. 13p. |
| Database: | Business Source Ultimate |
Be the first to leave a comment!