ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
| Year of publication: |
2009
|
|---|---|
| Authors: | Hafner, Christian M. ; Preminger, Arie |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 2, p. 336-363
|