Factor Stochastic Volatility in Mean Models: A GMM Approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Doz, Catherine ; Renault, Eric |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 25.2006, 2-3, p. 275-310
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