Urga, Giovanni and Wang, Fa (2022): Estimation and inference for high dimensional factor model with regime switching.
Urga, Giovanni and Wang, Fa (2022): Estimation and Inference for High Dimensional Factor Model with Regime Switching.
Ibanez, Francisco and Urga, Giovanni (2024): Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach.
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