Independent factor autoregressive conditional density model
Alexios Ghalanos, Eduardo Rossi and Giovanni Urga
| Year of publication: |
2015
|
|---|---|
| Authors: | Ghalanos, Alexios ; Rossi, Eduardo ; Urga, Giovanni |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 1/5, p. 594-616
|
| Subject: | GO-GARCH | Independent factor model | Independent component analysis | Timevarying co-moments | Faktorenanalyse | Factor analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011373255