Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
| Year of publication: |
2008
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|---|---|
| Authors: | Sentana, Enrique ; Calzolari, Giorgio ; Fiorentini, Gabriele |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 146.2008, 1, p. 10-26
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