An EM algorithm for conditionally heteroskedastic factor models
Antonis Demos ; Enrique Sentana
| Year of publication: |
1996
|
|---|---|
| Authors: | Dēmos, Antōnēs A. ; Sentana, Enrique |
| Publisher: |
Madrid |
| Subject: | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Algorithmus | Algorithm |
| Extent: | 31 S |
|---|---|
| Series: | Documento de trabajo / Centro de Estudios Monetarios y Financieros. - Madrid, ZDB-ID 2102941-6. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000948473