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Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen.
In: Journal of Econometrics.
RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

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  1. Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257.

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References

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