Identification, estimation and testing of conditionally heteroskedastic factor models
| Year of publication: |
2001
|
|---|---|
| Authors: | Sentana, Enrique ; Fiorentini, Gabriele |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 102.2001, 2, p. 143-164
|
| Publisher: |
Elsevier |