@article{theforecastingperformanceofthefactor,
  title = {The Forecasting performance of the Factor model with Martingale Difference errors},
  author = {Luca Mattia Rolla and Alessandro Giovannelli},
  year = {2022},
  eprint = {2205.10256},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2205.10256v2},
}