The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models - Jiang Hu, Jiahui Xie, Yangchun Zhang, Wang Zhou

The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models - Jiang Hu, Jiahui Xie, Yangchun Zhang, Wang Zhou | Arena