A multi-dynamic-factor model for stock returns
| Year of publication: |
1992
|
|---|---|
| Authors: | Ng, Victor ; Engle, Robert F. ; Rothschild, Michael |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 52.1992, 1-2, p. 245-266
|
| Publisher: |
Elsevier |