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GMM estimation of the number of latent factors: With application to international stock markets
Seung Ahn
, M. Fabricio Perez
Economics
Research output
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Contribution to journal
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Article
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peer-review
8
Scopus citations
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Dive into the research topics of 'GMM estimation of the number of latent factors: With application to international stock markets'. Together they form a unique fingerprint.
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Business & Economics
Latent Factors
100%
International Stock Markets
97%
Generalized Method of Moments
79%
Estimator
36%
Factors
26%
Market Integration
24%
International Stock Returns
23%
Stock Market
21%
Generalized Method of Moments Estimator
19%
Finite Sample Properties
19%
Monte Carlo Experiment
17%
United States of America
6%