An EM algorithm for conditionally heteroskedastic factor models
Year of publication: |
1996
|
---|---|
Authors: | Dēmos, Antōnēs A. ; Sentana, Enrique |
Publisher: |
Madrid |
Subject: | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Algorithmus | Algorithm |
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