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Principle component matrix.

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posted on 2021-04-06, 17:28 authored by Xiangyu Cui, Xuan Zhang

Principle component matrix.

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Index tracking strategy based on mixed-frequency financial data
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FACTOR-MIDAS-POET modeltarget indexinvestment managers needliteratures useout-of-sample analysisrisk factors datareturn datamacro economy data

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