Guanglin Huang

Southwestern University of Finance and Economics (SWUFE)

55 Guanghuacun St,

Chengdu, Sichuan 610074

China

Vrije Universiteit Brussel (VUB)

Pleinlaan 2

http://www.vub.ac.be/

Brussels, 1050

Belgium

  • Southwestern University of Finance and Economics (SWUFE)

  • Vrije Universiteit Brussel (VUB)

SCHOLARLY PAPERS

2

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412

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Scholarly Papers (2)

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1.

Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models

Number of pages: 35 Posted: 12 Feb 2021 Last Revised: 12 Mar 2025
Wanbo Lu, Guanglin Huang and Kris Boudt
Southwestern University of Finance and Economics (SWUFE), Southwestern University of Finance and Economics (SWUFE) and Ghent University
Downloads 330 (199,736)

Abstract:

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Higher-order multi-cumulants; High-dimensional factor models; Weak factors; Consistency; Singular values, High-dimensional factor models, Weak factors, Consistency, Eigenvalues

2.

Supplementary appendix to: Estimation of non-Gaussian factors using higher-order multi-cumulants in weak factor models

Number of pages: 79 Posted: 30 Mar 2021 Last Revised: 12 Mar 2025
Wanbo Lu, Guanglin Huang and Kris Boudt
Southwestern University of Finance and Economics (SWUFE), Southwestern University of Finance and Economics (SWUFE) and Ghent University
Downloads 82 (667,380)

Abstract:

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Higher-Order Multi-Cumulants, High-Dimensional Factor Models, Number of Factors, Eigenvalues