@article{publication-23575, author={Beck, Elliot and De Nard, Gianluca and Wolf, Michael}, doi={10.1016/j.iref.2023.03.009}, issn={1059-0560}, journal={International Review of Economics and Finance}, pages={364-379}, publisher={Elsevier}, title={Improved inference in financial factor models}, volume=86, year=2023, }