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Corrigendum to "GMM estimation of the number of latent factors: With application to international stock markets" [J Empir Financ. 17 (2010) 783-802]

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  • Ahn, Seung C.
  • Perez, M. Fabricio

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  • Ahn, Seung C. & Perez, M. Fabricio, 2010. "Corrigendum to "GMM estimation of the number of latent factors: With application to international stock markets" [J Empir Financ. 17 (2010) 783-802]," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 1006-1006, December.
    • Handle: RePEc:eee:empfin:v:17:y:2010:i:5:p:1006-1006
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    Cited by:

    1. Mu Lin & Zhengdong Huang & Tianhong Zhao & Ying Zhang & Heyi Wei, 2022. "Spatiotemporal Evolution of Travel Pattern Using Smart Card Data," Sustainability, MDPI, vol. 14(15), pages 1-16, August.
    2. Jiang, Pan & Perez, M. Fabricio, 2021. "Follow the leader: Index tracking with factor models," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 337-350.
    3. Perez, M. Fabricio & Shkilko, Andriy & Sokolov, Konstantin, 2015. "Factor models for binary financial data," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 177-188.

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