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Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models (2019)

First Author: Bryzgalova S

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.3481736

Publication URI: http://dx.doi.org/10.2139/ssrn.3481736

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal