@unpublished{publication-21624,
	author={Hediger, Simon and N{\"a}f, Jeffrey and Paolella, Marc S and Polak, Pawel},
	doi={10.2139/ssrn.3951806},
	institution={University of Zurich},
	issn={1556-5068},
	number={21-73},
	pages=30,
	series={SSRN},
	title={Heterogeneous Tail Generalized Common Factor Modeling},
	year=2021,
}