Conditionaly heteroskedastic factor models : identification and instrumental variables estmation

Catherine Doz; Eric Renault

Year of publication:	June 2004 ; [Elektronische Ressource]
Other Persons:	Doz, Catherine (contributor) ; Renault, Eric (contributor)
Publisher:	Paris [u.a.] : Université Paris X-Nanterre, THEMA [u.a.]
Subject:	CAPM \| Volatilität \| Volatility \| Risikoprämie \| Risk premium \| Schätztheorie \| Estimation theory \| Heteroskedastizität \| Heteroscedasticity \| Momentenmethode \| Method of moments

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