Approximate factor models with a common multiplicative factor for stochastic volatility

Roberto Leon-Gonzalez, Blessings Majoni

Year of publication:	April, 2024
Authors:	Leon-Gonzalez, Roberto ; Majoni, Blessings
Publisher:	[Waterloo, Ontario] : Rimini Centre for Economic Analysis
Subject:	Faktorenanalyse \| Factor analysis \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Wechselkurs \| Exchange rate \| VAR-Modell \| VAR model \| USA \| United States \| Großbritannien \| United Kingdom \| Japan \| Brasilien \| Brazil

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