@article{publication-23569,
	author={Hediger, Simon and N{\"a}f, Jeffrey and Paolella, Marc S and Polak, Pawel},
	doi={10.1007/s42521-023-00083-z},
	issn={2524-6984},
	journal={Digital Finance},
	pages={389-420},
	publisher={Springer},
	title={Heterogeneous Tail Generalized Common Factor Modeling},
	volume=5,
	year=2023,
}