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Journal: Forecasting, 2021
Volume: 3
Number: 5

Article: Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data
Authors: by Monica Defend, Aleksey Min, Lorenzo Portelli, Franz Ramsauer, Francesco Sandrini and Rudi Zagst
Link: https://www.mdpi.com/2571-9394/3/1/5

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