Indirect estimation of conditionally heteroskedastic factor models
Enrique Sentana, Giorgio Calzolari and Gabriele Fiorentini
| Year of publication: |
2004
|
|---|---|
| Authors: | Sentana, Enrique ; Calzolari, Giorgio ; Fiorentini, Gabriele |
| Publisher: |
Madrid |
| Subject: | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity |
| Extent: | 45, [8] S graph. Darst |
|---|---|
| Series: | CEMFI working paper. - Madrid, ZDB-ID 2102942-8. - Vol. 0409 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: ftp://ftp.cemfi.es/wp/04/0409.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002506337