An EM algorithm for conditionally heteroscedastic factor models
Antonis Demos ; Enrique Sentana
| Year of publication: |
1998
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|---|---|
| Authors: | Dēmos, Antōnēs A. |
| Other Persons: | Sentana, Enrique (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 16.1998, 3, p. 357-361
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| Subject: | CAPM | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Theorie | Theory | Schätzung | Estimation | Aktie | Share | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | USA | United States | 1965-1991 |
| 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/10001246504