A latent factor model of multivariate conditional heteroscedasticity
Mike Aguilar
| Year of publication: |
2009
|
|---|---|
| Authors: | Aguilar, Mike |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 4, p. 481-503
|
| Subject: | Multivariate Analyse | Multivariate analysis | Theorie | Theory | ARCH-Modell | ARCH model | Faktorenanalyse | Factor analysis | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003907529