@article{dealingwithidiosyncraticcrosscorrelation,
  title = {Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors},
  author = {Diego Fresoli and Pilar Poncela and Esther Ruiz},
  year = {2024},
  eprint = {2407.06883},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2407.06883v1},
}