Liang Chen

Shanghai University of Finance and Economics - School of Economics

777 Guoding Road

Shanghai, 200433

China

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Quantile Factor Models

CEPR Discussion Paper No. DP12716
Number of pages: 54 Posted: 20 Feb 2018
Liang Chen, Juan Dolado and Jesús Gonzalo
Shanghai University of Finance and Economics - School of Economics, European University Institute and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
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